+64.2%
EWZ vs IEF
+7.5%
+56.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.3% |
| 7D | +0.1% | -1.9% | +2.0% | -0.5% |
| 30D | -25.9% | +1.1% | -27.0% | -25.6% |
| 3M | -6.1% | -1.9% | -4.2% | -6.7% |
| 6M | -16.1% | -2.4% | -13.7% | -16.7% |
| YTD | +1.0% | -3.0% | +4.0% | -0.1% |
| 1Y | 0.0% | -3.1% | +3.1% | -1.1% |
| 3Y | +16.8% | +10.7% | +6.2% | +23.1% |
| 5Y | +52.1% | -8.0% | +60.1% | +25.6% |
| All | +64.2% | +7.5% | +56.7% | +51.2% |
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