+432.5%
EWZ vs IBN
+1,577.8%
-1,145.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +6.5% | +1.4% | +5.1% | +6.0% |
| 30D | +4.8% | -0.3% | +5.2% | +5.0% |
| 3M | +9.9% | +17.1% | -7.2% | +3.7% |
| 6M | +1.9% | +3.4% | -1.4% | +0.6% |
| YTD | +20.3% | +2.5% | +17.8% | +18.8% |
| 1Y | +35.6% | -4.2% | +39.8% | +36.9% |
| 3Y | +43.4% | +32.4% | +11.0% | +27.2% |
| 5Y | +55.9% | +59.2% | -3.2% | +27.0% |
| 10Y | +84.2% | +345.7% | -261.5% | -1.6% |
| All | +432.5% | +1,577.8% | -1,145.3% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling