+18.1%
EWZ vs IR
+25.6%
-7.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -0.9% |
| 7D | -4.2% | +2.3% | -6.5% | -4.7% |
| 30D | -26.1% | +3.3% | -29.5% | -26.8% |
| 3M | -12.0% | -9.0% | -3.0% | -10.2% |
| 6M | -19.3% | +8.0% | -27.3% | -21.2% |
| YTD | +0.9% | +3.4% | -2.5% | -0.9% |
| 1Y | +3.4% | +4.5% | -1.1% | +1.3% |
| All | +18.1% | +25.6% | -7.5% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling