+62.4%
EWY vs IEFA
+17.0%
+45.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -7.9% |
| 7D | -8.3% | +1.9% | -10.2% | -12.6% |
| 30D | -20.5% | +1.4% | -21.9% | -23.4% |
| 3M | -11.1% | -1.4% | -9.7% | -7.6% |
| 6M | -7.0% | +6.3% | -13.3% | -15.8% |
| YTD | +56.5% | +11.9% | +44.6% | +34.0% |
| 1Y | +62.4% | +17.0% | +45.5% | +31.5% |
| All | +62.4% | +17.0% | +45.4% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling