+43.6%
EWZ vs ICE
+261.5%
-217.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | -1.5% | +2.0% | -3.5% | -2.5% |
| 30D | -24.5% | +12.9% | -37.4% | -29.2% |
| 3M | -10.7% | +15.4% | -26.1% | -17.5% |
| 6M | -19.1% | +13.1% | -32.2% | -24.8% |
| YTD | +1.6% | +7.5% | -5.8% | -4.2% |
| 1Y | +4.3% | +18.3% | -14.0% | -7.1% |
| 3Y | +19.0% | +65.9% | -46.9% | -15.3% |
| 5Y | +57.7% | +35.2% | +22.5% | +25.5% |
| All | +43.6% | +261.5% | -217.9% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling