+55.0%
EWZ vs ICE
+42.3%
+12.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +4.8% | +7.6% | -2.8% | +2.3% |
| 3M | +9.9% | +13.9% | -4.0% | +5.0% |
| 6M | +1.9% | -2.4% | +4.3% | +2.5% |
| YTD | +20.3% | +0.3% | +20.0% | +19.0% |
| 1Y | +35.6% | -6.4% | +42.0% | +37.8% |
| 3Y | +43.4% | +43.1% | +0.3% | +21.2% |
| All | +55.0% | +42.3% | +12.7% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling