+56.6%
EWZ vs IP
-12.5%
+69.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.4% | -0.8% |
| 7D | -4.2% | -5.0% | +0.8% | -3.3% |
| 30D | -26.1% | +6.5% | -32.7% | -27.1% |
| 3M | -12.0% | -18.0% | +6.0% | -8.9% |
| 6M | -19.3% | +10.3% | -29.6% | -21.6% |
| YTD | +0.9% | -9.9% | +10.8% | +1.3% |
| 1Y | +3.4% | -1.1% | +4.4% | +1.6% |
| 3Y | +18.6% | +13.0% | +5.6% | +7.3% |
| 5Y | +56.6% | -12.3% | +68.9% | +56.4% |
| All | +56.6% | -12.5% | +69.1% | +56.4% |
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