+166.4%
IWM vs EWZ
+94.8%
+71.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -4.6% | +12.8% | -17.4% | -8.7% |
| 3M | -0.3% | +10.8% | -11.0% | -4.2% |
| 6M | +14.7% | +2.5% | +12.2% | +13.3% |
| YTD | +17.8% | +21.4% | -3.5% | +9.3% |
| 1Y | +21.2% | +32.8% | -11.6% | +8.6% |
| 3Y | +62.3% | +45.2% | +17.1% | +39.6% |
| 5Y | +38.7% | +63.0% | -24.3% | +11.7% |
| All | +166.4% | +94.8% | +71.6% | +93.5% |
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