+626.2%
IWM vs EWZ
+355.2%
+270.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +0.3% | +1.3% | -1.0% | -0.2% |
| 30D | +0.6% | -26.2% | +26.7% | +11.3% |
| 3M | -6.2% | -8.6% | +2.4% | -4.7% |
| 6M | -0.8% | -17.0% | +16.3% | +4.4% |
| YTD | +14.8% | +2.2% | +12.6% | +11.2% |
| 1Y | +16.1% | +2.7% | +13.5% | +12.2% |
| 3Y | +71.5% | +18.2% | +53.3% | +55.7% |
| 5Y | +25.8% | +56.0% | -30.3% | +0.2% |
| 10Y | +155.4% | +60.8% | +94.6% | +82.0% |
| All | +626.2% | +355.2% | +270.9% | +235.7% |
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 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