+330.3%
EWY vs IEFA
+211.8%
+118.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.7% |
| 7D | +6.7% | -0.5% | +7.1% | +7.2% |
| 30D | +17.0% | -1.1% | +18.1% | +18.6% |
| 3M | +3.7% | +5.1% | -1.4% | -0.7% |
| 6M | +42.5% | +9.3% | +33.2% | +33.0% |
| YTD | +96.2% | +13.0% | +83.3% | +78.1% |
| 1Y | +160.4% | +19.2% | +141.2% | +123.8% |
| 3Y | +231.7% | +67.0% | +164.7% | +101.0% |
| 5Y | +153.3% | +51.1% | +102.2% | +70.7% |
| 10Y | +308.8% | +146.5% | +162.3% | +71.7% |
| All | +330.3% | +211.8% | +118.5% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling