+13.8%
EWZ vs IRE
-97.3%
+111.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.1% |
| 7D | +1.4% | -15.5% | +16.9% | +1.3% |
| 30D | -25.1% | -70.4% | +45.3% | -22.6% |
| 3M | -7.7% | -81.6% | +73.9% | -3.6% |
| 6M | -15.8% | -94.7% | +78.8% | -9.8% |
| YTD | +3.6% | -91.8% | +95.4% | +6.8% |
| 1Y | +5.5% | -97.6% | +103.1% | +11.3% |
| All | +13.8% | -97.3% | +111.1% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling