+54.2%
EWZ vs IBN
+73.5%
-19.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.8% | +1.9% | -1.1% | +0.2% |
| 30D | -24.4% | +22.1% | -46.5% | -29.0% |
| 3M | -4.6% | +17.1% | -21.7% | -9.3% |
| 6M | -11.6% | +35.5% | -47.1% | -19.9% |
| YTD | +2.4% | +16.8% | -14.4% | -3.2% |
| 1Y | +2.1% | +12.4% | -10.3% | -2.4% |
| 3Y | +18.7% | +58.0% | -39.3% | +0.4% |
| All | +54.2% | +73.5% | -19.3% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling