+84.1%
EWZ vs IWF
+409.9%
-325.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +5.6% | +1.5% | +4.1% | +4.4% |
| 30D | +9.3% | -1.3% | +10.5% | +10.3% |
| 3M | +15.7% | +0.1% | +15.6% | +15.1% |
| 6M | +7.4% | +10.3% | -2.8% | -1.0% |
| YTD | +22.7% | +4.2% | +18.5% | +18.1% |
| 1Y | +36.4% | +9.3% | +27.1% | +26.1% |
| 3Y | +50.4% | +79.3% | -29.0% | -10.9% |
| 5Y | +67.6% | +73.8% | -6.1% | -0.7% |
| 10Y | +84.1% | +410.9% | -326.8% | -72.9% |
| All | +84.1% | +409.9% | -325.9% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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