+84.1%
EWZ vs IRM
+407.3%
-323.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.2% |
| 7D | +5.6% | +1.6% | +3.9% | +4.9% |
| 30D | +9.3% | -4.2% | +13.4% | +10.7% |
| 3M | +15.7% | -5.4% | +21.1% | +17.5% |
| 6M | +7.4% | +12.0% | -4.6% | +2.0% |
| YTD | +22.7% | +42.0% | -19.4% | +5.6% |
| 1Y | +36.4% | +29.9% | +6.5% | +20.7% |
| 3Y | +50.4% | +104.4% | -54.0% | +4.0% |
| 5Y | +67.6% | +191.0% | -123.4% | -4.7% |
| 10Y | +84.1% | +417.1% | -333.1% | -28.0% |
| All | +84.1% | +407.3% | -323.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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