+80.5%
EWZ vs ICE
+223.6%
-143.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +4.8% | +7.6% | -2.8% | +0.7% |
| 3M | +9.9% | +13.9% | -4.0% | +1.9% |
| 6M | +1.9% | -2.4% | +4.3% | +2.3% |
| YTD | +20.3% | +0.3% | +20.0% | +17.8% |
| 1Y | +35.6% | -6.4% | +42.0% | +37.8% |
| 3Y | +43.4% | +43.1% | +0.3% | +11.2% |
| 5Y | +55.9% | +42.1% | +13.8% | +18.2% |
| All | +80.5% | +223.6% | -143.1% | +3.2% |
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