+356.3%
EWZ vs IJR
+971.9%
-615.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.1% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | -25.5% | +3.5% | -29.0% | -28.2% |
| 3M | -4.5% | -3.8% | -0.8% | -1.3% |
| 6M | -15.3% | +4.3% | -19.6% | -19.1% |
| YTD | +3.1% | +19.4% | -16.3% | -13.4% |
| 1Y | +1.2% | +20.5% | -19.3% | -15.9% |
| 3Y | +19.3% | +63.0% | -43.8% | -29.3% |
| 5Y | +52.3% | +28.6% | +23.7% | +9.7% |
| 10Y | +67.0% | +157.2% | -90.2% | -42.6% |
| All | +356.3% | +971.9% | -615.6% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling