+164.3%
EWY vs IEFA
+23.1%
+141.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.3% |
| 7D | +4.8% | +0.6% | +4.2% | +3.3% |
| 30D | +11.7% | +1.0% | +10.6% | +9.2% |
| 3M | -7.4% | +4.7% | -12.1% | -15.0% |
| 6M | +40.6% | +8.6% | +32.0% | +21.5% |
| YTD | +94.3% | +14.8% | +79.4% | +55.5% |
| 1Y | +164.3% | +22.6% | +141.7% | +96.9% |
| All | +164.3% | +23.1% | +141.2% | +96.9% |
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