+490.1%
NOK vs IEFA
+211.8%
+278.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.2% |
| 7D | +9.3% | -0.5% | +9.8% | +9.8% |
| 30D | +17.9% | -1.1% | +19.0% | +19.3% |
| 3M | -22.3% | +5.1% | -27.4% | -26.0% |
| 6M | +36.4% | +9.3% | +27.1% | +24.6% |
| YTD | +66.3% | +13.0% | +53.4% | +46.2% |
| 1Y | +134.4% | +19.2% | +115.3% | +94.3% |
| 3Y | +186.6% | +67.0% | +119.6% | +62.7% |
| 5Y | +102.7% | +51.1% | +51.6% | +29.5% |
| 10Y | +129.8% | +146.5% | -16.7% | -17.2% |
| All | +490.1% | +211.8% | +278.3% | +17.2% |
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