+66.5%
EWZ vs IWF
+383.8%
-317.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.2% |
| 7D | +0.8% | +2.8% | -2.1% | -1.4% |
| 30D | -24.4% | -7.5% | -16.8% | -20.2% |
| 3M | -4.6% | -8.5% | +3.9% | +1.5% |
| 6M | -11.6% | -7.4% | -4.2% | -7.1% |
| YTD | +2.4% | -2.6% | +5.0% | +3.3% |
| 1Y | +2.1% | -1.8% | +3.9% | +2.2% |
| 3Y | +18.7% | +65.5% | -46.7% | -25.0% |
| 5Y | +54.2% | +55.8% | -1.7% | +1.1% |
| All | +66.5% | +383.8% | -317.3% | -71.6% |
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