+432.5%
EWZ vs IT
+1,255.8%
-823.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.8% |
| 7D | +6.5% | -6.0% | +12.5% | +8.5% |
| 30D | +4.8% | 0.0% | +4.8% | +4.4% |
| 3M | +9.9% | +13.1% | -3.2% | +2.7% |
| 6M | +1.9% | +11.7% | -9.7% | -5.7% |
| YTD | +20.3% | -26.1% | +46.4% | +26.1% |
| 1Y | +35.6% | -21.3% | +56.9% | +37.8% |
| 3Y | +43.4% | -46.7% | +90.2% | +60.5% |
| 5Y | +55.9% | -40.5% | +96.5% | +62.6% |
| 10Y | +84.2% | +103.9% | -19.7% | +16.0% |
| All | +432.5% | +1,255.8% | -823.2% | +69.3% |
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