+432.5%
EWZ vs IWF
+615.9%
-183.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | +0.5% | +6.0% | +5.9% |
| 30D | +4.8% | -0.4% | +5.2% | +5.1% |
| 3M | +9.9% | -2.6% | +12.5% | +12.1% |
| 6M | +1.9% | +9.1% | -7.2% | -7.6% |
| YTD | +20.3% | +4.5% | +15.8% | +13.9% |
| 1Y | +35.6% | +10.1% | +25.5% | +21.2% |
| 3Y | +43.4% | +77.6% | -34.2% | -26.3% |
| 5Y | +55.9% | +73.7% | -17.8% | -23.6% |
| 10Y | +84.2% | +411.5% | -327.4% | -74.3% |
| All | +432.5% | +615.9% | -183.3% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling