+1,287.5%
EWZ vs IEF
+129.4%
+1,158.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -0.3% | +6.8% | +6.2% |
| 30D | +4.8% | -0.8% | +5.6% | +4.0% |
| 3M | +9.9% | -1.0% | +10.9% | +8.8% |
| 6M | +1.9% | -2.8% | +4.7% | -1.3% |
| YTD | +20.3% | -1.5% | +21.8% | +18.1% |
| 1Y | +35.6% | -0.4% | +36.0% | +34.7% |
| 3Y | +43.4% | +9.7% | +33.8% | +56.7% |
| 5Y | +55.9% | -8.3% | +64.3% | +31.0% |
| 10Y | +84.2% | +4.6% | +79.5% | +90.5% |
| All | +1,287.5% | +129.4% | +1,158.2% | +4,640.5% |
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