+55.0%
EWZ vs IP
-17.2%
+72.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.1% |
| 7D | +6.5% | -5.3% | +11.8% | +7.5% |
| 30D | +4.8% | -10.9% | +15.7% | +7.1% |
| 3M | +9.9% | +11.2% | -1.3% | +6.9% |
| 6M | +1.9% | -10.2% | +12.2% | +3.1% |
| YTD | +20.3% | -2.0% | +22.3% | +19.1% |
| 1Y | +35.6% | -19.1% | +54.7% | +39.3% |
| 3Y | +43.4% | +20.9% | +22.6% | +28.7% |
| All | +55.0% | -17.2% | +72.2% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling