+44.7%
EWZ vs IWD
+70.7%
-25.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | +6.5% | -0.3% | +6.8% | +6.7% |
| 30D | +4.8% | +0.6% | +4.3% | +4.3% |
| 3M | +9.9% | +7.2% | +2.7% | +3.0% |
| 6M | +1.9% | +16.2% | -14.3% | -11.2% |
| YTD | +20.3% | +23.3% | -3.0% | -0.3% |
| 1Y | +35.6% | +29.6% | +6.0% | +7.9% |
| All | +44.7% | +70.7% | -25.9% | -12.9% |
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