+1,111.0%
NXPI vs IEFA
+211.8%
+899.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +1.2% |
| 7D | -2.3% | -0.5% | -1.8% | -1.7% |
| 30D | -4.3% | -1.1% | -3.2% | -2.9% |
| 3M | -24.7% | +5.1% | -29.7% | -29.3% |
| 6M | +9.7% | +9.3% | +0.4% | -2.8% |
| YTD | +3.8% | +13.0% | -9.2% | -12.2% |
| 1Y | +1.6% | +19.2% | -17.6% | -19.8% |
| 3Y | +16.0% | +67.0% | -50.9% | -41.0% |
| 5Y | +16.1% | +51.1% | -35.0% | -30.7% |
| 10Y | +211.4% | +146.5% | +64.9% | +3.5% |
| All | +1,111.0% | +211.8% | +899.2% | +157.1% |
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