+67.6%
EWZ vs ITW
+36.7%
+30.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +5.6% | -0.4% | +6.0% | +5.7% |
| 30D | +9.3% | -9.4% | +18.7% | +13.3% |
| 3M | +15.7% | +7.1% | +8.6% | +12.1% |
| 6M | +7.4% | -1.9% | +9.3% | +7.6% |
| YTD | +22.7% | +10.4% | +12.2% | +17.1% |
| 1Y | +36.4% | +3.3% | +33.1% | +33.4% |
| 3Y | +50.4% | +21.0% | +29.4% | +36.9% |
| 5Y | +67.6% | +36.3% | +31.3% | +40.8% |
| All | +67.6% | +36.7% | +30.9% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling