+55.0%
EWZ vs IT
-40.5%
+95.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.2% |
| 7D | +6.5% | -6.0% | +12.5% | +7.2% |
| 30D | +4.8% | 0.0% | +4.8% | +4.7% |
| 3M | +9.9% | +13.1% | -3.2% | +7.8% |
| 6M | +1.9% | +11.7% | -9.7% | -0.2% |
| YTD | +20.3% | -26.1% | +46.4% | +26.1% |
| 1Y | +35.6% | -21.3% | +56.9% | +39.7% |
| 3Y | +43.4% | -46.7% | +90.2% | +57.7% |
| All | +55.0% | -40.5% | +95.5% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling