+32.1%
EWZ vs IR
+334.2%
-302.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +0.1% | +4.3% | -4.2% | -1.5% |
| 30D | -25.9% | +8.1% | -34.0% | -28.3% |
| 3M | -6.1% | +0.7% | -6.8% | -6.9% |
| 6M | -16.1% | +16.6% | -32.7% | -21.7% |
| YTD | +1.0% | +7.8% | -6.8% | -3.7% |
| 1Y | 0.0% | +9.9% | -10.0% | -5.6% |
| 3Y | +16.8% | +25.2% | -8.4% | +0.4% |
| 5Y | +52.1% | +46.8% | +5.3% | +18.7% |
| All | +32.1% | +334.2% | -302.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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