+91.2%
EWZ vs IJH
+181.8%
-90.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.1% |
| 7D | +1.1% | -2.5% | +3.6% | +3.4% |
| 30D | +13.5% | -5.0% | +18.5% | +18.8% |
| 3M | +15.2% | +0.5% | +14.7% | +14.4% |
| 6M | +3.7% | +8.2% | -4.5% | -3.6% |
| YTD | +22.5% | +12.5% | +10.1% | +10.0% |
| 1Y | +35.3% | +14.4% | +20.9% | +19.3% |
| 3Y | +50.2% | +49.5% | +0.7% | +0.1% |
| 5Y | +64.6% | +47.8% | +16.8% | +7.1% |
| All | +91.2% | +181.8% | -90.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling