+4.1%
EWZ vs IT
-17.3%
+21.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | +1.4% | -18.8% | +20.2% | +0.5% |
| 30D | -25.1% | -0.1% | -25.0% | -25.0% |
| 3M | -7.7% | +2.9% | -10.6% | -7.3% |
| 6M | -15.8% | +20.4% | -36.3% | -14.5% |
| YTD | +3.6% | -24.3% | +27.9% | +6.7% |
| All | +4.1% | -17.3% | +21.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling