+66.5%
EWZ vs ICE
+259.6%
-193.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.8% | +3.6% | -2.9% | -1.1% |
| 30D | -24.4% | +15.1% | -39.5% | -29.8% |
| 3M | -4.6% | +15.4% | -20.0% | -11.8% |
| 6M | -11.6% | +16.1% | -27.7% | -18.9% |
| YTD | +2.4% | +11.4% | -9.0% | -5.3% |
| 1Y | +2.1% | +18.5% | -16.4% | -9.0% |
| 3Y | +18.7% | +70.5% | -51.8% | -16.9% |
| 5Y | +54.2% | +40.9% | +13.2% | +19.7% |
| All | +66.5% | +259.6% | -193.1% | -10.2% |
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