+215.7%
IEFA vs EWT
+697.7%
-482.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +1.2% | +1.6% | -0.5% | +0.2% |
| 30D | -0.6% | +8.2% | -8.8% | -5.0% |
| 3M | +6.2% | +11.1% | -4.8% | -1.0% |
| 6M | +11.2% | +60.4% | -49.3% | -17.4% |
| YTD | +14.2% | +75.6% | -61.4% | -19.8% |
| 1Y | +20.0% | +91.3% | -71.3% | -20.2% |
| 3Y | +68.8% | +200.3% | -131.5% | -17.2% |
| 5Y | +52.7% | +156.4% | -103.7% | -17.9% |
| 10Y | +144.2% | +495.8% | -351.6% | -23.7% |
| All | +215.7% | +697.7% | -482.0% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling