+43.6%
EWZ vs IBB
+156.3%
-112.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.2% |
| 7D | -1.5% | -1.8% | +0.4% | -0.6% |
| 30D | -24.5% | +5.1% | -29.6% | -26.8% |
| 3M | -10.7% | +10.7% | -21.4% | -16.0% |
| 6M | -19.1% | +22.9% | -42.0% | -28.5% |
| YTD | +1.6% | +26.7% | -25.1% | -11.8% |
| 1Y | +4.3% | +35.1% | -30.8% | -12.8% |
| 3Y | +19.0% | +80.2% | -61.2% | -17.1% |
| 5Y | +57.7% | +37.8% | +19.8% | +26.7% |
| All | +43.6% | +156.3% | -112.8% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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