+12.6%
EWZ vs IRE
-97.0%
+109.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -23.2% | +24.9% | +2.4% |
| 7D | -4.1% | -46.8% | +42.8% | -2.2% |
| 30D | -25.0% | -75.5% | +50.5% | -21.5% |
| 3M | -10.6% | -79.4% | +68.8% | -6.6% |
| 6M | -16.6% | -91.3% | +74.7% | -12.3% |
| YTD | +2.5% | -90.8% | +93.3% | +5.7% |
| 1Y | +8.1% | -97.7% | +105.8% | +14.4% |
| All | +12.6% | -97.0% | +109.6% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling