+222.9%
EWY vs IEFA
+65.7%
+157.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +1.7% |
| 7D | -0.1% | -1.6% | +1.5% | +2.5% |
| 30D | +7.3% | -1.5% | +8.8% | +10.1% |
| 3M | -5.1% | +3.4% | -8.6% | -8.7% |
| 6M | +42.1% | +9.5% | +32.6% | +29.2% |
| YTD | +94.1% | +13.0% | +81.1% | +71.7% |
| 1Y | +147.8% | +18.0% | +129.8% | +109.2% |
| 3Y | +222.9% | +65.4% | +157.6% | +84.0% |
| All | +222.9% | +65.7% | +157.2% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling