0.0%
EWZ vs IBB
+30.0%
-30.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.2% |
| 7D | +0.1% | +1.6% | -1.6% | -0.5% |
| 30D | -25.9% | +6.7% | -32.6% | -27.9% |
| 3M | -6.1% | +6.3% | -12.5% | -8.7% |
| 6M | -16.1% | +23.9% | -40.0% | -24.5% |
| YTD | +1.0% | +26.6% | -25.6% | -10.5% |
| 1Y | 0.0% | +29.6% | -29.7% | -12.6% |
| All | 0.0% | +30.0% | -30.1% | -12.6% |
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