+47.4%
EWZ vs IBN
+361.0%
-313.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -1.0% |
| 7D | -1.5% | +15.1% | -16.6% | -7.2% |
| 30D | -24.5% | +21.6% | -46.2% | -30.6% |
| 3M | -10.7% | +11.2% | -21.9% | -14.8% |
| 6M | -19.1% | +27.8% | -46.8% | -27.2% |
| YTD | +1.6% | +14.7% | -13.1% | -4.7% |
| 1Y | +4.3% | +14.4% | -10.1% | -2.1% |
| 3Y | +19.0% | +52.1% | -33.1% | -3.1% |
| 5Y | +57.7% | +70.7% | -13.0% | +19.6% |
| All | +47.4% | +361.0% | -313.7% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling