+50.4%
EWZ vs IEFA
+68.7%
-18.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.5% |
| 7D | +5.6% | +1.2% | +4.4% | +4.5% |
| 30D | +9.3% | -0.6% | +9.8% | +9.8% |
| 3M | +15.7% | +6.2% | +9.5% | +9.2% |
| 6M | +7.4% | +11.2% | -3.7% | -2.9% |
| YTD | +22.7% | +14.2% | +8.5% | +8.4% |
| 1Y | +36.4% | +20.0% | +16.4% | +15.4% |
| 3Y | +50.4% | +68.8% | -18.4% | -8.0% |
| All | +50.4% | +68.7% | -18.3% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling