+50.3%
EWZ vs IEF
+6.4%
+43.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.5% |
| 30D | -25.1% | +2.7% | -27.8% | -24.5% |
| 3M | -7.7% | -0.8% | -6.9% | -7.9% |
| 6M | -15.8% | -1.7% | -14.2% | -16.3% |
| YTD | +3.6% | -1.6% | +5.3% | +3.0% |
| 1Y | +5.5% | -1.6% | +7.1% | +4.9% |
| 3Y | +22.1% | +12.4% | +9.7% | +29.1% |
| 5Y | +58.3% | -7.6% | +65.9% | +30.0% |
| 10Y | +50.3% | +7.6% | +42.7% | +46.5% |
| All | +50.3% | +6.4% | +43.9% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling