+17.1%
EWZ vs IJH
+58.4%
-41.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.3% |
| 7D | +0.1% | +3.0% | -3.0% | -1.7% |
| 30D | -25.9% | +0.8% | -26.7% | -26.4% |
| 3M | -6.1% | -5.1% | -1.0% | -3.2% |
| 6M | -16.1% | +1.3% | -17.4% | -17.0% |
| YTD | +1.0% | +12.8% | -11.8% | -6.1% |
| 1Y | 0.0% | +14.1% | -14.1% | -7.8% |
| All | +17.1% | +58.4% | -41.3% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling