+349.8%
EWZ vs IT
+1,282.5%
-932.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +2.0% |
| 7D | -1.5% | -16.9% | +15.4% | +4.0% |
| 30D | -24.5% | +2.3% | -26.9% | -25.8% |
| 3M | -10.7% | +2.9% | -13.6% | -13.2% |
| 6M | -19.1% | +25.9% | -44.9% | -28.6% |
| YTD | +1.6% | -24.6% | +26.3% | +4.2% |
| 1Y | +4.3% | -16.0% | +20.3% | +2.8% |
| 3Y | +19.0% | -51.6% | +70.5% | +36.5% |
| 5Y | +57.7% | -42.6% | +100.3% | +64.9% |
| 10Y | +51.3% | +103.6% | -52.2% | -5.9% |
| All | +349.8% | +1,282.5% | -932.7% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling