+91.2%
EWZ vs IJR
+170.6%
-79.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.0% |
| 7D | +1.1% | -2.3% | +3.4% | +3.0% |
| 30D | +13.5% | -4.7% | +18.2% | +17.8% |
| 3M | +15.2% | +2.1% | +13.1% | +13.1% |
| 6M | +3.7% | +13.9% | -10.1% | -6.4% |
| YTD | +22.5% | +18.2% | +4.3% | +7.3% |
| 1Y | +35.3% | +21.8% | +13.4% | +15.4% |
| 3Y | +50.2% | +52.2% | -2.0% | +3.4% |
| 5Y | +64.6% | +40.1% | +24.5% | +18.1% |
| All | +91.2% | +170.6% | -79.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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