+44.7%
EWZ vs IFF
+30.1%
+14.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -0.1% | -3.0% | +3.0% | +0.6% |
| 30D | +8.2% | -0.9% | +9.1% | +8.4% |
| 3M | +13.3% | +11.8% | +1.5% | +10.3% |
| 6M | +3.6% | +16.5% | -12.9% | -0.5% |
| YTD | +21.0% | +26.5% | -5.5% | +13.6% |
| 1Y | +34.7% | +32.7% | +2.0% | +24.5% |
| All | +44.7% | +30.1% | +14.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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