+790.9%
NOW vs IEFA
+143.5%
+647.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.2% |
| 7D | -4.1% | -0.5% | -3.6% | -3.6% |
| 30D | +2.9% | -1.1% | +4.0% | +4.1% |
| 3M | +22.6% | +5.1% | +17.5% | +15.7% |
| 6M | +7.5% | +9.3% | -1.8% | -3.6% |
| YTD | -14.4% | +13.0% | -27.4% | -26.7% |
| 1Y | -29.8% | +19.2% | -49.0% | -43.4% |
| 3Y | +9.2% | +67.0% | -57.7% | -40.3% |
| 5Y | +0.8% | +51.1% | -50.3% | -37.4% |
| 10Y | +790.9% | +146.5% | +644.4% | +206.3% |
| All | +790.9% | +143.5% | +647.5% | +206.3% |
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