+3.4%
NU vs IEFA
+23.1%
-19.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +7.5% | +0.6% | +6.9% | +6.8% |
| 30D | +6.1% | +1.0% | +5.1% | +4.9% |
| 3M | +26.8% | +4.7% | +22.1% | +20.3% |
| 6M | +2.5% | +8.6% | -6.1% | -7.4% |
| YTD | -8.2% | +14.8% | -23.0% | -23.8% |
| 1Y | +3.4% | +22.6% | -19.3% | -19.3% |
| All | +3.4% | +23.1% | -19.7% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling