+133.1%
EWZ vs ICE
+2,632.3%
-2,499.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.1% |
| 7D | +0.6% | +3.2% | -2.7% | -0.8% |
| 30D | -25.5% | +14.7% | -40.2% | -29.9% |
| 3M | -4.5% | +19.8% | -24.3% | -12.0% |
| 6M | -15.3% | +15.2% | -30.5% | -21.0% |
| YTD | +3.1% | +12.7% | -9.6% | -3.8% |
| 1Y | +1.2% | +20.4% | -19.2% | -8.3% |
| 3Y | +19.3% | +70.8% | -51.5% | -8.3% |
| 5Y | +52.3% | +43.9% | +8.3% | +24.5% |
| 10Y | +67.0% | +264.8% | -197.8% | -8.1% |
| All | +133.1% | +2,632.3% | -2,499.2% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling