+4.3%
EWZ vs IBB
+35.8%
-31.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -1.5% | -1.8% | +0.4% | -0.9% |
| 30D | -24.5% | +5.1% | -29.6% | -26.1% |
| 3M | -10.7% | +10.7% | -21.4% | -14.7% |
| 6M | -19.1% | +22.9% | -42.0% | -27.0% |
| YTD | +1.6% | +26.7% | -25.1% | -10.3% |
| 1Y | +4.3% | +35.1% | -30.8% | -12.1% |
| All | +4.3% | +35.8% | -31.5% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling