+57.8%
EWZ vs IBB
+37.5%
+20.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | -1.5% | -1.8% | +0.4% | -0.8% |
| 30D | -24.5% | +5.1% | -29.6% | -26.2% |
| 3M | -10.7% | +10.7% | -21.4% | -14.6% |
| 6M | -19.1% | +22.9% | -42.0% | -26.1% |
| YTD | +1.6% | +26.7% | -25.1% | -8.5% |
| 1Y | +4.3% | +35.1% | -30.8% | -8.5% |
| 3Y | +19.0% | +80.2% | -61.2% | -8.2% |
| All | +57.8% | +37.5% | +20.4% | +28.0% |
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 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