+50.4%
EWZ vs IJR
+54.5%
-4.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | +5.6% | +0.9% | +4.6% | +5.0% |
| 30D | +9.3% | -3.1% | +12.4% | +11.2% |
| 3M | +15.7% | +4.4% | +11.3% | +12.8% |
| 6M | +7.4% | +16.1% | -8.7% | -1.1% |
| YTD | +22.7% | +20.6% | +2.1% | +10.9% |
| 1Y | +36.4% | +22.9% | +13.5% | +21.9% |
| 3Y | +50.4% | +55.2% | -4.8% | +16.9% |
| All | +50.4% | +54.5% | -4.1% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling