+1,072.0%
EWZ vs IEF
+129.2%
+942.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.4% |
| 30D | -24.5% | +3.1% | -27.6% | -22.1% |
| 3M | -10.7% | -0.5% | -10.2% | -11.1% |
| 6M | -19.1% | -1.6% | -17.4% | -20.5% |
| YTD | +1.6% | -1.6% | +3.2% | -0.3% |
| 1Y | +4.3% | -1.5% | +5.8% | +2.5% |
| 3Y | +19.0% | +12.4% | +6.5% | +34.5% |
| 5Y | +57.7% | -7.5% | +65.2% | +34.5% |
| 10Y | +51.3% | +5.2% | +46.2% | +58.0% |
| All | +1,072.0% | +129.2% | +942.9% | +3,902.4% |
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