+92.6%
EWZ vs IEF
+4.5%
+88.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.5% |
| 7D | -0.1% | -0.3% | +0.3% | -0.1% |
| 30D | +8.2% | -0.6% | +8.8% | +8.0% |
| 3M | +13.3% | -1.0% | +14.3% | +13.0% |
| 6M | +3.6% | -3.1% | +6.7% | +2.5% |
| YTD | +21.0% | -1.9% | +22.8% | +20.2% |
| 1Y | +34.7% | -1.4% | +36.0% | +34.1% |
| 3Y | +48.3% | +9.8% | +38.5% | +53.7% |
| 5Y | +60.1% | -8.8% | +68.9% | +29.8% |
| 10Y | +92.6% | +4.7% | +87.9% | +78.5% |
| All | +92.6% | +4.5% | +88.0% | +78.5% |
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