+352.2%
EWZ vs IRM
+2,997.8%
-2,645.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | -5.1% | +6.4% | +3.2% |
| 30D | -26.2% | -3.3% | -22.9% | -25.7% |
| 3M | -8.6% | -8.2% | -0.5% | -6.5% |
| 6M | -17.0% | -12.8% | -4.3% | -13.5% |
| YTD | +2.2% | +36.6% | -34.5% | -12.7% |
| 1Y | +2.7% | +11.9% | -9.2% | -4.8% |
| 3Y | +18.2% | +105.1% | -86.9% | -19.7% |
| 5Y | +56.0% | +182.4% | -126.4% | -10.8% |
| 10Y | +60.8% | +505.1% | -444.3% | -38.2% |
| All | +352.2% | +2,997.8% | -2,645.6% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling