+46.6%
EWZ vs IBKR
+283.5%
-236.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | +1.1% | -3.8% | +4.9% | +1.9% |
| 30D | +13.5% | -0.3% | +13.8% | +13.3% |
| 3M | +15.2% | +4.8% | +10.5% | +13.7% |
| 6M | +3.7% | +30.8% | -27.1% | -2.2% |
| YTD | +22.5% | +39.5% | -16.9% | +14.4% |
| 1Y | +35.3% | +43.7% | -8.4% | +25.6% |
| All | +46.6% | +283.5% | -236.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 3y: compounded portfolio wealth divided by compounded IBKR 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…
3y analysis · Full analysis span regression · 6 months rolling