+5.7%
EWZ vs INDA
+115.1%
-109.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | +0.7% | +5.8% | +5.9% |
| 30D | +4.8% | -0.8% | +5.6% | +5.5% |
| 3M | +9.9% | +3.9% | +6.0% | +6.4% |
| 6M | +1.9% | -0.7% | +2.7% | +2.4% |
| YTD | +20.3% | -7.7% | +28.0% | +27.8% |
| 1Y | +35.6% | -5.1% | +40.7% | +40.7% |
| 3Y | +43.4% | +13.6% | +29.8% | +26.4% |
| 5Y | +55.9% | +7.8% | +48.1% | +42.2% |
| 10Y | +84.2% | +84.6% | -0.5% | +8.9% |
| All | +5.7% | +115.1% | -109.4% | -44.0% |
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