+58.3%
EWZ vs IR
+51.1%
+7.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +0.6% |
| 7D | +1.4% | +5.0% | -3.6% | -0.1% |
| 30D | -25.1% | +10.3% | -35.4% | -27.5% |
| 3M | -7.7% | -0.1% | -7.6% | -7.9% |
| 6M | -15.8% | +14.8% | -30.6% | -19.9% |
| YTD | +3.6% | +9.7% | -6.1% | -0.7% |
| 1Y | +5.5% | +12.2% | -6.7% | +0.3% |
| 3Y | +22.1% | +30.0% | -7.9% | +4.8% |
| 5Y | +58.3% | +46.8% | +11.5% | +22.4% |
| All | +58.3% | +51.1% | +7.2% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling