+59.5%
EWZ vs IBKR
+495.5%
-435.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | +12.8% | -0.2% | +13.0% | +12.6% |
| 3M | +10.8% | +3.0% | +7.8% | +9.4% |
| 6M | +2.5% | +33.9% | -31.3% | -5.0% |
| YTD | +21.4% | +42.5% | -21.2% | +10.8% |
| 1Y | +32.8% | +44.9% | -12.1% | +20.5% |
| 3Y | +45.2% | +293.0% | -247.8% | -0.2% |
| All | +59.5% | +495.5% | -435.9% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling