+514.0%
NOW vs IEFA
+148.4%
+365.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.4% |
| 7D | +0.3% | +2.2% | -1.9% | -1.9% |
| 30D | -27.0% | +1.1% | -28.0% | -27.9% |
| 3M | -19.6% | -4.3% | -15.4% | -16.4% |
| 6M | +17.5% | +1.4% | +16.1% | +14.4% |
| YTD | -33.3% | +10.1% | -43.3% | -41.6% |
| 1Y | -39.8% | +12.9% | -52.7% | -48.9% |
| 3Y | -19.9% | +65.8% | -85.7% | -56.1% |
| 5Y | -26.1% | +47.7% | -73.7% | -53.2% |
| All | +514.0% | +148.4% | +365.6% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling