+353.6%
EWZ vs IP
+165.0%
+188.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | -4.1% | +3.4% | -7.5% | -5.7% |
| 30D | -25.0% | +11.2% | -36.2% | -29.0% |
| 3M | -10.6% | -14.8% | +4.1% | -4.7% |
| 6M | -16.6% | +17.3% | -33.9% | -24.8% |
| YTD | +2.5% | -6.2% | +8.6% | +0.5% |
| 1Y | +8.1% | +2.3% | +5.7% | +1.2% |
| 3Y | +20.4% | +17.7% | +2.8% | -3.1% |
| 5Y | +62.7% | -8.4% | +71.1% | +44.1% |
| 10Y | +52.6% | +32.1% | +20.5% | +6.9% |
| All | +353.6% | +165.0% | +188.7% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling