+66.5%
EWZ vs ITW
+192.7%
-126.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +0.8% | +2.3% | -1.6% | -0.6% |
| 30D | -24.4% | +6.7% | -31.1% | -27.4% |
| 3M | -4.6% | -0.5% | -4.0% | -4.7% |
| 6M | -11.6% | +16.4% | -28.0% | -20.3% |
| YTD | +2.4% | +19.0% | -16.6% | -9.5% |
| 1Y | +2.1% | +20.2% | -18.1% | -10.4% |
| 3Y | +18.7% | +33.1% | -14.4% | -4.6% |
| 5Y | +54.2% | +35.7% | +18.5% | +18.6% |
| All | +66.5% | +192.7% | -126.2% | -20.2% |
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