+356.3%
EWZ vs IFF
+408.5%
-52.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +0.6% | -5.7% | +6.3% | +3.6% |
| 30D | -25.5% | -2.7% | -22.8% | -24.8% |
| 3M | -4.5% | -2.3% | -2.2% | -3.9% |
| 6M | -15.3% | +6.0% | -21.3% | -19.1% |
| YTD | +3.1% | +24.6% | -21.5% | -11.6% |
| 1Y | +1.2% | +29.4% | -28.2% | -15.3% |
| 3Y | +19.3% | +23.1% | -3.9% | -2.0% |
| 5Y | +52.3% | -37.2% | +89.4% | +71.3% |
| 10Y | +67.0% | -10.8% | +77.8% | +38.7% |
| All | +356.3% | +408.5% | -52.1% | +36.7% |
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