+67.0%
EWZ vs ITW
+198.0%
-131.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.6% | -1.6% | +2.2% | +1.5% |
| 30D | -25.5% | +8.9% | -34.4% | -29.4% |
| 3M | -4.5% | -0.9% | -3.7% | -4.5% |
| 6M | -15.3% | +16.0% | -31.3% | -23.4% |
| YTD | +3.1% | +19.4% | -16.4% | -9.1% |
| 1Y | +1.2% | +20.7% | -19.5% | -11.4% |
| 3Y | +19.3% | +33.4% | -14.2% | -4.3% |
| 5Y | +52.3% | +39.1% | +13.2% | +15.0% |
| 10Y | +67.0% | +195.3% | -128.2% | -20.4% |
| All | +67.0% | +198.0% | -131.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling