+67.0%
EWZ vs IBB
+133.2%
-66.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +0.6% | -1.4% | +1.9% | +1.3% |
| 30D | -25.5% | +6.8% | -32.3% | -28.4% |
| 3M | -4.5% | +9.2% | -13.7% | -9.7% |
| 6M | -15.3% | +28.3% | -43.6% | -27.3% |
| YTD | +3.1% | +29.4% | -26.3% | -12.0% |
| 1Y | +1.2% | +33.2% | -32.0% | -15.1% |
| 3Y | +19.3% | +90.2% | -70.9% | -20.4% |
| 5Y | +52.3% | +44.0% | +8.3% | +18.4% |
| 10Y | +67.0% | +133.1% | -66.1% | -7.0% |
| All | +67.0% | +133.2% | -66.2% | -7.0% |
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