+129.8%
EWZ vs ICE
+2,506.4%
-2,376.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -1.5% | +2.0% | -3.5% | -2.3% |
| 30D | -24.5% | +12.9% | -37.4% | -28.5% |
| 3M | -10.7% | +15.4% | -26.1% | -16.4% |
| 6M | -19.1% | +13.1% | -32.2% | -23.9% |
| YTD | +1.6% | +7.5% | -5.8% | -3.3% |
| 1Y | +4.3% | +18.3% | -14.0% | -4.8% |
| 3Y | +19.0% | +65.9% | -46.9% | -7.4% |
| 5Y | +57.7% | +35.2% | +22.5% | +32.5% |
| 10Y | +51.3% | +266.7% | -215.4% | -16.9% |
| All | +129.8% | +2,506.4% | -2,376.6% | -39.5% |
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