+432.5%
EWZ vs IJH
+938.8%
-506.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.9% |
| 7D | +6.5% | +0.1% | +6.4% | +6.3% |
| 30D | +4.8% | -1.5% | +6.3% | +6.4% |
| 3M | +9.9% | +0.8% | +9.1% | +8.7% |
| 6M | +1.9% | +7.6% | -5.6% | -6.0% |
| YTD | +20.3% | +15.5% | +4.8% | +2.5% |
| 1Y | +35.6% | +16.9% | +18.7% | +13.6% |
| 3Y | +43.4% | +48.1% | -4.6% | -10.9% |
| 5Y | +55.9% | +47.8% | +8.1% | -7.6% |
| 10Y | +84.2% | +178.6% | -94.4% | -48.2% |
| All | +432.5% | +938.8% | -506.3% | -58.4% |
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 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