-13.3%
IBM vs EWZ
+7.8%
-21.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.7% |
| 7D | +0.4% | -4.1% | +4.5% | +0.6% |
| 30D | +14.8% | -25.0% | +39.7% | +15.8% |
| 3M | +8.9% | -10.6% | +19.6% | +8.3% |
| 6M | +12.4% | -16.6% | +29.0% | +13.0% |
| YTD | -12.4% | +2.5% | -14.9% | -15.7% |
| 1Y | -13.3% | +8.1% | -21.3% | -19.3% |
| All | -13.3% | +7.8% | -21.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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