+60.8%
EWZ vs ICE
+245.5%
-184.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | +1.3% | +3.2% | -1.9% | -0.3% |
| 30D | -26.2% | +12.9% | -39.1% | -30.8% |
| 3M | -8.6% | +17.5% | -26.2% | -16.4% |
| 6M | -17.0% | +14.0% | -31.0% | -23.2% |
| YTD | +2.2% | +10.0% | -7.9% | -5.0% |
| 1Y | +2.7% | +19.5% | -16.9% | -9.1% |
| 3Y | +18.2% | +66.8% | -48.6% | -16.2% |
| 5Y | +56.0% | +40.3% | +15.7% | +21.2% |
| 10Y | +60.8% | +249.7% | -188.9% | -16.1% |
| All | +60.8% | +245.5% | -184.7% | -16.1% |
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