+8.1%
EWZ vs ICE
+21.0%
-12.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.5% |
| 7D | -4.1% | +12.2% | -16.2% | -4.6% |
| 30D | -25.0% | +15.0% | -39.9% | -25.3% |
| 3M | -10.6% | +17.6% | -28.3% | -11.2% |
| 6M | -16.6% | +12.6% | -29.2% | -17.0% |
| YTD | +2.5% | +9.1% | -6.6% | -0.1% |
| 1Y | +8.1% | +20.6% | -12.5% | +2.5% |
| All | +8.1% | +21.0% | -12.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling