+18.7%
EWZ vs IT
-53.3%
+72.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +0.8% | +1.1% | -0.3% | +0.7% |
| 30D | -24.4% | -1.8% | -22.5% | -24.4% |
| 3M | -4.6% | +4.8% | -9.4% | -4.9% |
| 6M | -11.6% | +33.0% | -44.6% | -13.2% |
| YTD | +2.4% | -23.8% | +26.2% | +6.3% |
| 1Y | +2.1% | -16.5% | +18.6% | +4.6% |
| 3Y | +18.7% | -53.6% | +72.4% | +33.0% |
| All | +18.7% | -53.3% | +72.0% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling