+1,160.0%
EWY vs IEF
+128.5%
+1,031.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.2% |
| 7D | +6.7% | -0.3% | +7.0% | +6.4% |
| 30D | +17.0% | -0.6% | +17.5% | +16.3% |
| 3M | +3.7% | -1.0% | +4.6% | +2.5% |
| 6M | +42.5% | -3.1% | +45.6% | +37.1% |
| YTD | +96.2% | -1.9% | +98.1% | +91.1% |
| 1Y | +160.4% | -1.4% | +161.7% | +155.0% |
| 3Y | +231.7% | +9.8% | +221.9% | +262.2% |
| 5Y | +153.3% | -8.8% | +162.1% | +110.2% |
| 10Y | +308.8% | +4.7% | +304.2% | +323.0% |
| All | +1,160.0% | +128.5% | +1,031.5% | +4,522.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling