0.0%
EWZ vs IYR
+8.9%
-9.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -25.9% | +5.7% | -31.6% | -27.4% |
| 3M | -6.1% | -0.6% | -5.5% | -5.5% |
| 6M | -16.1% | +0.5% | -16.6% | -16.5% |
| YTD | +1.0% | +10.4% | -9.4% | -5.3% |
| 1Y | 0.0% | +9.2% | -9.2% | -5.4% |
| All | 0.0% | +8.9% | -9.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling