+362.3%
EWZ vs IBB
+554.8%
-192.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | +1.5% |
| 7D | -4.2% | -3.6% | -0.6% | -2.1% |
| 30D | -26.1% | +3.4% | -29.5% | -27.9% |
| 3M | -12.0% | +9.5% | -21.5% | -17.4% |
| 6M | -19.3% | +23.3% | -42.6% | -29.8% |
| YTD | +0.9% | +24.5% | -23.6% | -12.9% |
| 1Y | +3.4% | +32.9% | -29.5% | -14.4% |
| 3Y | +18.6% | +76.6% | -58.0% | -19.3% |
| 5Y | +56.6% | +35.5% | +21.1% | +22.4% |
| 10Y | +50.3% | +156.7% | -106.5% | -23.9% |
| All | +362.3% | +554.8% | -192.6% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling