-10.7%
EWZ vs INDA
+119.4%
-130.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.7% |
| 7D | -1.5% | +6.6% | -8.1% | -6.5% |
| 30D | -24.5% | +10.4% | -34.9% | -30.5% |
| 3M | -10.7% | +1.5% | -12.2% | -12.1% |
| 6M | -19.1% | +1.7% | -20.8% | -20.6% |
| YTD | +1.6% | -5.8% | +7.5% | +5.9% |
| 1Y | +4.3% | -5.1% | +9.4% | +7.9% |
| 3Y | +19.0% | +16.0% | +3.0% | +2.7% |
| 5Y | +57.7% | +9.3% | +48.4% | +41.5% |
| 10Y | +51.3% | +102.1% | -50.8% | -16.5% |
| All | -10.7% | +119.4% | -130.1% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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