+1,881.2%
NOW vs IEFA
+217.0%
+1,664.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.9% |
| 30D | +20.5% | +1.0% | +19.5% | +19.2% |
| 3M | +18.3% | +4.7% | +13.6% | +12.1% |
| 6M | +24.1% | +8.6% | +15.5% | +11.7% |
| YTD | -7.8% | +14.8% | -22.6% | -22.4% |
| 1Y | -21.4% | +22.6% | -44.0% | -38.6% |
| 3Y | +19.5% | +67.0% | -47.5% | -34.4% |
| 5Y | +4.1% | +52.3% | -48.2% | -35.5% |
| 10Y | +826.4% | +147.3% | +679.1% | +237.9% |
| All | +1,881.2% | +217.0% | +1,664.2% | +454.8% |
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