+18.1%
EWZ vs IWD
+79.4%
-61.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | +0.7% |
| 7D | -4.2% | -0.9% | -3.3% | -3.4% |
| 30D | -26.1% | +2.6% | -28.8% | -27.9% |
| 3M | -12.0% | +1.2% | -13.3% | -13.1% |
| 6M | -19.3% | +12.1% | -31.4% | -27.2% |
| YTD | +0.9% | +24.1% | -23.2% | -16.4% |
| 1Y | +3.4% | +28.5% | -25.1% | -16.7% |
| All | +18.1% | +79.4% | -61.2% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 3y: compounded portfolio wealth divided by compounded IWD 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…
3y analysis · Full analysis span regression · 6 months rolling