+92.5%
NKE vs IEFA
+212.1%
-119.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.4% |
| 7D | -4.2% | -1.6% | -2.6% | -2.8% |
| 30D | -8.2% | -1.5% | -6.7% | -7.0% |
| 3M | -19.1% | +3.4% | -22.5% | -21.7% |
| 6M | -32.6% | +9.5% | -42.1% | -38.5% |
| YTD | -40.7% | +13.0% | -53.8% | -47.5% |
| 1Y | -48.9% | +18.0% | -66.9% | -56.5% |
| 3Y | -59.2% | +65.4% | -124.6% | -74.7% |
| 5Y | -75.3% | +51.6% | -126.9% | -83.4% |
| 10Y | -23.1% | +146.7% | -169.8% | -65.0% |
| All | +92.5% | +212.1% | -119.6% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling