+387.3%
IBM vs EWZ
+355.2%
+32.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.4% |
| 7D | -1.5% | +1.3% | -2.9% | -1.9% |
| 30D | +8.4% | -26.2% | +34.6% | +16.7% |
| 3M | +4.2% | -8.6% | +12.8% | +5.3% |
| 6M | +7.9% | -17.0% | +25.0% | +11.7% |
| YTD | -15.2% | +2.2% | -17.3% | -17.5% |
| 1Y | -18.7% | +2.7% | -21.4% | -21.1% |
| 3Y | +79.2% | +18.2% | +61.0% | +65.5% |
| 5Y | +144.7% | +56.0% | +88.7% | +103.5% |
| 10Y | +141.6% | +60.8% | +80.8% | +84.6% |
| All | +387.3% | +355.2% | +32.0% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling