+11.6%
EWZ vs IRE
-97.2%
+108.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +39.6% | -38.9% | -0.7% |
| 7D | -1.5% | -27.2% | +25.7% | -1.1% |
| 30D | -24.5% | -75.1% | +50.6% | -21.5% |
| 3M | -10.7% | -77.9% | +67.2% | -7.4% |
| 6M | -19.1% | -94.6% | +75.5% | -13.4% |
| YTD | +1.6% | -91.5% | +93.2% | +4.6% |
| 1Y | +4.3% | -97.8% | +102.1% | +10.3% |
| All | +11.6% | -97.2% | +108.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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