+432.5%
EWZ vs IP
+176.8%
+255.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.7% |
| 7D | +6.5% | -5.3% | +11.8% | +9.1% |
| 30D | +4.8% | -10.9% | +15.7% | +10.3% |
| 3M | +9.9% | +11.2% | -1.3% | +2.7% |
| 6M | +1.9% | -10.2% | +12.2% | +4.0% |
| YTD | +20.3% | -2.0% | +22.3% | +16.5% |
| 1Y | +35.6% | -19.1% | +54.7% | +42.2% |
| 3Y | +43.4% | +20.9% | +22.6% | +14.7% |
| 5Y | +55.9% | -17.8% | +73.8% | +47.3% |
| 10Y | +84.2% | +23.5% | +60.6% | +34.6% |
| All | +432.5% | +176.8% | +255.8% | +133.0% |
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