+77.4%
IBM vs EWZ
+45.8%
+31.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +3.7% |
| 7D | +3.6% | -0.1% | +3.6% | +3.5% |
| 30D | +1.5% | +8.2% | -6.6% | -0.3% |
| 3M | -12.9% | +13.3% | -26.2% | -15.9% |
| 6M | -3.9% | +3.6% | -7.5% | -5.1% |
| YTD | -17.3% | +21.0% | -38.3% | -22.0% |
| 1Y | -5.0% | +34.7% | -39.7% | -13.4% |
| All | +77.4% | +45.8% | +31.6% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling