+13.9%
EWZ vs IEFA
+205.6%
-191.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.6% |
| 7D | +0.6% | -1.1% | +1.7% | +1.8% |
| 30D | -25.5% | +1.3% | -26.8% | -26.9% |
| 3M | -4.5% | -3.2% | -1.4% | -1.1% |
| 6M | -15.3% | +2.0% | -17.3% | -17.8% |
| YTD | +3.1% | +10.7% | -7.6% | -9.5% |
| 1Y | +1.2% | +13.0% | -11.7% | -13.3% |
| 3Y | +19.3% | +67.1% | -47.9% | -38.1% |
| 5Y | +52.3% | +49.4% | +2.9% | -10.1% |
| 10Y | +67.0% | +148.2% | -81.1% | -48.0% |
| All | +13.9% | +205.6% | -191.7% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling