+352.2%
EWZ vs IT
+1,274.0%
-921.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +1.3% | -7.5% | +8.8% | +3.8% |
| 30D | -26.2% | -1.2% | -25.0% | -26.5% |
| 3M | -8.6% | -2.2% | -6.4% | -9.7% |
| 6M | -17.0% | +19.1% | -36.1% | -25.4% |
| YTD | +2.2% | -25.1% | +27.3% | +4.9% |
| 1Y | +2.7% | -17.4% | +20.0% | +1.7% |
| 3Y | +18.2% | -54.1% | +72.3% | +38.2% |
| 5Y | +56.0% | -42.7% | +98.7% | +63.2% |
| 10Y | +60.8% | +88.1% | -27.3% | +2.9% |
| All | +352.2% | +1,274.0% | -921.7% | +40.9% |
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