+23.5%
NVDA vs IEFA
+18.9%
+4.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -1.1% |
| 7D | -5.1% | -1.6% | -3.6% | -3.5% |
| 30D | -2.5% | -1.5% | -1.0% | -0.9% |
| 3M | +6.7% | +3.4% | +3.3% | +3.3% |
| 6M | +17.6% | +9.5% | +8.1% | +7.5% |
| YTD | +17.3% | +13.0% | +4.3% | +1.1% |
| 1Y | +23.5% | +18.0% | +5.5% | +2.2% |
| All | +23.5% | +18.9% | +4.6% | +2.2% |
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