+57.4%
EWZ vs IR
+288.5%
-231.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.2% |
| 7D | +6.5% | -2.8% | +9.3% | +7.6% |
| 30D | +4.8% | -15.1% | +20.0% | +11.5% |
| 3M | +9.9% | +6.1% | +3.8% | +6.7% |
| 6M | +1.9% | -16.8% | +18.8% | +8.4% |
| YTD | +20.3% | -3.5% | +23.8% | +20.1% |
| 1Y | +35.6% | -3.5% | +39.1% | +34.9% |
| 3Y | +43.4% | +9.5% | +34.0% | +30.0% |
| 5Y | +55.9% | +45.1% | +10.9% | +21.7% |
| All | +57.4% | +288.5% | -231.1% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling