+84.1%
EWZ vs ICE
+216.5%
-132.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +3.1% |
| 7D | +5.6% | -1.2% | +6.7% | +6.1% |
| 30D | +9.3% | +5.0% | +4.3% | +6.3% |
| 3M | +15.7% | +13.9% | +1.8% | +7.2% |
| 6M | +7.4% | -4.4% | +11.8% | +8.9% |
| YTD | +22.7% | -1.9% | +24.6% | +21.5% |
| 1Y | +36.4% | -8.1% | +44.5% | +39.8% |
| 3Y | +50.4% | +42.5% | +7.9% | +16.7% |
| 5Y | +67.6% | +40.6% | +27.0% | +27.5% |
| 10Y | +84.1% | +217.1% | -133.1% | +6.4% |
| All | +84.1% | +216.5% | -132.5% | +6.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling