+58.7%
EWZ vs IBKR
+1,343.5%
-1,284.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.8% |
| 7D | +5.6% | +0.6% | +4.9% | +5.2% |
| 30D | +9.3% | +3.7% | +5.6% | +7.0% |
| 3M | +15.7% | +4.2% | +11.5% | +12.3% |
| 6M | +7.4% | +36.6% | -29.2% | -8.0% |
| YTD | +22.7% | +41.9% | -19.2% | +2.7% |
| 1Y | +36.4% | +49.5% | -13.1% | +10.5% |
| 3Y | +50.4% | +291.3% | -240.9% | -27.9% |
| 5Y | +67.6% | +492.7% | -425.0% | -37.7% |
| 10Y | +84.1% | +994.0% | -909.9% | -53.1% |
| All | +58.7% | +1,343.5% | -1,284.7% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling