+55.0%
EWZ vs IWD
+73.6%
-18.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 6M | +1.9% | +16.2% | -14.3% | -10.3% |
| YTD | +20.3% | +23.3% | -3.0% | +0.8% |
| 1Y | +35.6% | +29.6% | +6.0% | +9.2% |
| 3Y | +43.4% | +70.5% | -27.0% | -8.6% |
| All | +55.0% | +73.6% | -18.6% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling