+50.4%
IEFA vs EWT
+149.5%
-99.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.1% |
| 7D | -1.6% | -1.1% | -0.4% | -1.0% |
| 30D | -1.5% | +4.5% | -5.9% | -3.7% |
| 3M | +3.4% | +8.3% | -4.8% | -1.5% |
| 6M | +9.5% | +54.2% | -44.8% | -14.9% |
| YTD | +13.0% | +74.6% | -61.5% | -18.2% |
| 1Y | +18.0% | +84.9% | -66.9% | -17.6% |
| 3Y | +65.4% | +197.5% | -132.2% | -17.0% |
| All | +50.4% | +149.5% | -99.0% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling