+204.0%
EWY vs CIFR
+60.2%
+143.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.7% | +1.5% | -3.7% |
| 7D | +1.2% | -8.2% | +9.5% | +1.9% |
| 30D | +9.3% | -7.4% | +16.7% | +9.8% |
| 3M | +2.4% | -24.2% | +26.6% | +4.0% |
| 6M | +40.3% | +14.2% | +26.1% | +38.6% |
| YTD | +88.0% | +8.0% | +80.0% | +85.6% |
| 1Y | +143.8% | +55.5% | +88.3% | +133.6% |
| 3Y | +217.8% | +429.6% | -211.8% | +168.7% |
| 5Y | +142.7% | +20.8% | +122.0% | +95.5% |
| All | +204.0% | +60.2% | +143.8% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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