+98.1%
NU vs IEFA
+65.7%
+32.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.9% |
| 7D | -4.9% | -1.6% | -3.3% | -3.1% |
| 30D | +7.8% | -1.5% | +9.3% | +9.9% |
| 3M | +20.9% | +3.4% | +17.5% | +16.3% |
| 6M | +0.9% | +9.5% | -8.6% | -9.6% |
| YTD | -12.7% | +13.0% | -25.7% | -24.8% |
| 1Y | -6.4% | +18.0% | -24.4% | -23.4% |
| 3Y | +98.1% | +65.4% | +32.7% | +10.6% |
| All | +98.1% | +65.7% | +32.4% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling