+54.2%
EWZ vs IBB
+39.3%
+14.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | -24.4% | +4.6% | -28.9% | -25.9% |
| 3M | -4.6% | +6.8% | -11.4% | -7.4% |
| 6M | -11.6% | +23.1% | -34.7% | -19.4% |
| YTD | +2.4% | +26.0% | -23.6% | -7.7% |
| 1Y | +2.1% | +30.4% | -28.3% | -9.2% |
| 3Y | +18.7% | +85.4% | -66.7% | -9.5% |
| All | +54.2% | +39.3% | +14.8% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling