+252.1%
NVO vs IEFA
+212.1%
+40.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.8% |
| 7D | -7.6% | -1.6% | -6.0% | -6.5% |
| 30D | -6.0% | -1.5% | -4.5% | -4.9% |
| 3M | -0.8% | +3.4% | -4.2% | -3.3% |
| 6M | +16.5% | +9.5% | +7.0% | +8.8% |
| YTD | -11.1% | +13.0% | -24.2% | -18.6% |
| 1Y | -16.7% | +18.0% | -34.7% | -25.8% |
| 3Y | -52.9% | +65.4% | -118.3% | -66.3% |
| 5Y | -3.0% | +51.6% | -54.5% | -26.9% |
| 10Y | +147.1% | +146.7% | +0.4% | +31.2% |
| All | +252.1% | +212.1% | +40.1% | +81.3% |
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 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