+194.3%
NOK vs IEFA
+65.7%
+128.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +3.7% |
| 7D | +11.0% | -1.6% | +12.5% | +12.8% |
| 30D | +7.8% | -1.5% | +9.3% | +9.6% |
| 3M | -21.0% | +3.4% | -24.4% | -23.4% |
| 6M | +40.9% | +9.5% | +31.4% | +30.0% |
| YTD | +72.0% | +13.0% | +59.0% | +53.2% |
| 1Y | +140.9% | +18.0% | +122.9% | +105.6% |
| 3Y | +194.3% | +65.4% | +128.9% | +68.1% |
| All | +194.3% | +65.7% | +128.5% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling