+42.6%
EWZ vs IP
+25.2%
+17.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.4% | 0.0% |
| 7D | -4.2% | -5.0% | +0.8% | -2.3% |
| 30D | -26.1% | +6.5% | -32.7% | -28.3% |
| 3M | -12.0% | -18.0% | +6.0% | -5.7% |
| 6M | -19.3% | +10.3% | -29.6% | -24.3% |
| YTD | +0.9% | -9.9% | +10.8% | +1.1% |
| 1Y | +3.4% | -1.1% | +4.4% | -1.0% |
| 3Y | +18.6% | +13.0% | +5.6% | -3.7% |
| 5Y | +56.6% | -12.3% | +68.9% | +42.3% |
| All | +42.6% | +25.2% | +17.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling