+113.4%
IBM vs EWZ
+66.1%
+47.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | +0.3% | +5.6% | -5.3% | -0.8% |
| 30D | -1.5% | +9.3% | -10.7% | -3.2% |
| 3M | -16.8% | +15.7% | -32.5% | -19.4% |
| 6M | -9.0% | +7.4% | -16.5% | -10.6% |
| YTD | -20.1% | +22.7% | -42.7% | -23.8% |
| 1Y | -7.0% | +36.4% | -43.4% | -13.4% |
| 3Y | +72.4% | +50.4% | +22.0% | +55.7% |
| All | +113.4% | +66.1% | +47.3% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling