+347.0%
EWZ vs IJH
+914.5%
-567.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -0.8% |
| 7D | +0.1% | +3.0% | -3.0% | -3.2% |
| 30D | -25.9% | +0.8% | -26.7% | -26.8% |
| 3M | -6.1% | -5.1% | -1.0% | -1.2% |
| 6M | -16.1% | +1.3% | -17.4% | -17.9% |
| YTD | +1.0% | +12.8% | -11.8% | -12.1% |
| 1Y | 0.0% | +14.1% | -14.1% | -14.2% |
| 3Y | +16.8% | +57.8% | -41.0% | -32.8% |
| 5Y | +52.1% | +36.9% | +15.1% | -1.9% |
| 10Y | +63.6% | +174.1% | -110.5% | -53.4% |
| All | +347.0% | +914.5% | -567.5% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling