+147.3%
IBM vs EWZ
+68.6%
+78.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +9.2% | -24.4% | +33.6% | +16.3% |
| 3M | +4.9% | -4.6% | +9.5% | +4.6% |
| 6M | +16.8% | -11.6% | +28.3% | +18.5% |
| YTD | -14.3% | +2.4% | -16.7% | -16.8% |
| 1Y | -16.7% | +2.1% | -18.8% | -19.2% |
| 3Y | +82.2% | +18.7% | +63.5% | +67.6% |
| 5Y | +149.9% | +54.2% | +95.8% | +107.2% |
| All | +147.3% | +68.6% | +78.7% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling