+55.2%
EWZ vs IFF
-37.3%
+92.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.6% | -5.7% | +6.3% | +1.9% |
| 30D | -25.5% | -2.7% | -22.8% | -25.2% |
| 3M | -4.5% | -2.3% | -2.2% | -4.2% |
| 6M | -15.3% | +6.0% | -21.3% | -16.8% |
| YTD | +3.1% | +24.6% | -21.5% | -3.3% |
| 1Y | +1.2% | +29.4% | -28.2% | -6.1% |
| 3Y | +19.3% | +23.1% | -3.9% | +10.1% |
| All | +55.2% | -37.3% | +92.5% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling