+222.9%
EWY vs IEF
+9.0%
+214.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.4% |
| 7D | -0.1% | -1.3% | +1.3% | +1.4% |
| 30D | +7.3% | -1.7% | +9.1% | +9.3% |
| 3M | -5.1% | -2.5% | -2.6% | -2.5% |
| 6M | +42.1% | -3.3% | +45.3% | +47.1% |
| YTD | +94.1% | -2.8% | +96.9% | +100.7% |
| 1Y | +147.8% | -2.7% | +150.5% | +156.1% |
| 3Y | +222.9% | +8.9% | +214.0% | +206.3% |
| All | +222.9% | +9.0% | +214.0% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling