+432.5%
EWZ vs IJR
+990.7%
-558.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.1% |
| 7D | +6.5% | -0.2% | +6.7% | +6.6% |
| 30D | +4.8% | -2.4% | +7.3% | +7.3% |
| 3M | +9.9% | +3.9% | +6.0% | +5.7% |
| 6M | +1.9% | +12.4% | -10.4% | -8.8% |
| YTD | +20.3% | +21.5% | -1.2% | -0.2% |
| 1Y | +35.6% | +24.0% | +11.6% | +9.8% |
| 3Y | +43.4% | +49.7% | -6.3% | -7.3% |
| 5Y | +55.9% | +39.7% | +16.3% | +3.6% |
| 10Y | +84.2% | +169.0% | -84.9% | -39.5% |
| All | +432.5% | +990.7% | -558.2% | -49.0% |
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