+143.8%
IBM vs EWZ
+94.8%
+49.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +4.9% | +4.2% |
| 7D | +3.6% | +0.9% | +2.7% | +3.3% |
| 30D | +3.1% | +12.8% | -9.7% | -0.2% |
| 3M | -10.8% | +10.8% | -21.6% | -13.6% |
| 6M | -0.8% | +2.5% | -3.3% | -2.0% |
| YTD | -16.2% | +21.4% | -37.5% | -21.1% |
| 1Y | -2.9% | +32.8% | -35.7% | -11.0% |
| 3Y | +79.8% | +45.2% | +34.7% | +59.1% |
| 5Y | +124.9% | +63.0% | +61.9% | +87.6% |
| All | +143.8% | +94.8% | +49.1% | +83.7% |
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