+57.8%
EWZ vs IRM
+168.2%
-110.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.5% | -8.6% | +7.1% | +0.5% |
| 30D | -24.5% | -8.0% | -16.5% | -23.3% |
| 3M | -10.7% | -12.0% | +1.3% | -8.4% |
| 6M | -19.1% | -18.2% | -0.9% | -15.5% |
| YTD | +1.6% | +31.4% | -29.7% | -6.6% |
| 1Y | +4.3% | +9.2% | -4.9% | +0.4% |
| 3Y | +19.0% | +94.6% | -75.6% | -8.9% |
| All | +57.8% | +168.2% | -110.4% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling