+629.3%
ON vs IEFA
+148.3%
+481.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +6.7% |
| 7D | +2.4% | -1.6% | +3.9% | +5.4% |
| 30D | -8.6% | -1.5% | -7.1% | -6.0% |
| 3M | -34.3% | +3.4% | -37.8% | -37.4% |
| 6M | +28.5% | +9.5% | +19.0% | +11.2% |
| YTD | +40.6% | +13.0% | +27.6% | +14.6% |
| 1Y | +55.3% | +18.0% | +37.3% | +18.0% |
| 3Y | -22.2% | +65.4% | -87.5% | -67.4% |
| 5Y | +62.4% | +51.6% | +10.8% | -15.8% |
| All | +629.3% | +148.3% | +481.0% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling