+18.7%
EWZ vs ICE
+69.4%
-50.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.8% | +3.6% | -2.9% | 0.0% |
| 30D | -24.4% | +15.1% | -39.5% | -26.5% |
| 3M | -4.6% | +15.4% | -20.0% | -7.4% |
| 6M | -11.6% | +16.1% | -27.7% | -14.2% |
| YTD | +2.4% | +11.4% | -9.0% | -0.5% |
| 1Y | +2.1% | +18.5% | -16.4% | -3.1% |
| 3Y | +18.7% | +70.5% | -51.8% | -0.3% |
| All | +18.7% | +69.4% | -50.7% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling