+353.2%
EWZ vs IJR
+959.1%
-605.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.8% | +2.2% | -1.4% | -1.3% |
| 30D | -24.4% | +3.8% | -28.2% | -27.3% |
| 3M | -4.6% | -5.7% | +1.1% | +0.6% |
| 6M | -11.6% | +4.6% | -16.2% | -15.8% |
| YTD | +2.4% | +18.0% | -15.6% | -13.0% |
| 1Y | +2.1% | +21.8% | -19.7% | -16.0% |
| 3Y | +18.7% | +61.1% | -42.4% | -28.9% |
| 5Y | +54.2% | +27.3% | +26.8% | +12.1% |
| 10Y | +65.9% | +154.1% | -88.2% | -42.3% |
| All | +353.2% | +959.1% | -605.9% | -55.5% |
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