+1,095.1%
EWZ vs IEF
+129.0%
+966.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +1.9% |
| 7D | +1.4% | +0.3% | +1.1% | +1.7% |
| 30D | -25.1% | +2.7% | -27.8% | -23.0% |
| 3M | -7.7% | -0.8% | -6.9% | -8.4% |
| 6M | -15.8% | -1.7% | -14.2% | -17.3% |
| YTD | +3.6% | -1.6% | +5.3% | +1.6% |
| 1Y | +5.5% | -1.6% | +7.1% | +3.5% |
| 3Y | +22.1% | +12.4% | +9.7% | +38.0% |
| 5Y | +58.3% | -7.6% | +65.9% | +34.9% |
| 10Y | +50.3% | +7.6% | +42.7% | +62.3% |
| All | +1,095.1% | +129.0% | +966.1% | +3,978.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling