+49.6%
ON vs IEFA
+48.7%
+1.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | +0.5% |
| 7D | -4.7% | -2.4% | -2.3% | -0.5% |
| 30D | -13.5% | -2.1% | -11.4% | -10.1% |
| 3M | -36.3% | +5.5% | -41.8% | -41.4% |
| 6M | +17.8% | +8.1% | +9.6% | +4.3% |
| YTD | +29.6% | +11.9% | +17.7% | +7.7% |
| 1Y | +45.8% | +18.1% | +27.7% | +11.0% |
| 3Y | -28.3% | +65.5% | -93.8% | -69.9% |
| 5Y | +49.6% | +50.1% | -0.4% | -17.0% |
| All | +49.6% | +48.7% | +1.0% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling