+65.5%
EWZ vs IEFA
+147.0%
-81.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | +1.3% | +1.1% | +0.2% | -0.2% |
| 30D | -26.2% | +0.7% | -26.8% | -27.0% |
| 3M | -8.6% | -3.4% | -5.3% | -5.2% |
| 6M | -17.0% | +1.5% | -18.5% | -19.0% |
| YTD | +2.2% | +10.4% | -8.2% | -10.0% |
| 1Y | +2.7% | +13.4% | -10.7% | -12.4% |
| 3Y | +18.2% | +66.7% | -48.5% | -38.5% |
| 5Y | +56.0% | +49.5% | +6.5% | -6.9% |
| All | +65.5% | +147.0% | -81.4% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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