+353.2%
EWZ vs IFF
+399.3%
-46.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | +0.8% | -1.8% | +2.5% | +1.7% |
| 30D | -24.4% | -9.4% | -14.9% | -20.7% |
| 3M | -4.6% | -3.0% | -1.6% | -3.6% |
| 6M | -11.6% | +5.8% | -17.4% | -15.5% |
| YTD | +2.4% | +22.4% | -20.0% | -11.4% |
| 1Y | +2.1% | +23.0% | -21.0% | -12.3% |
| 3Y | +18.7% | +21.8% | -3.1% | -1.9% |
| 5Y | +54.2% | -39.2% | +93.4% | +76.8% |
| 10Y | +65.9% | -12.4% | +78.3% | +39.1% |
| All | +353.2% | +399.3% | -46.1% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling