+17.0%
IEFA vs EWT
+54.0%
-37.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.9% |
| 7D | +1.9% | -10.9% | +12.8% | +5.8% |
| 30D | +1.4% | -17.7% | +19.1% | +8.3% |
| 3M | -1.4% | -5.0% | +3.6% | -0.2% |
| 6M | +6.3% | +7.4% | -1.1% | +0.4% |
| YTD | +11.9% | +52.8% | -40.9% | -11.1% |
| 1Y | +17.0% | +55.2% | -38.2% | -7.7% |
| All | +17.0% | +54.0% | -37.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling