+303.5%
EWY vs IAG
+427.6%
-124.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | +7.3% | +12.1% | -4.8% | +5.8% |
| 3M | -5.1% | +25.5% | -30.7% | -7.9% |
| 6M | +42.1% | -7.1% | +49.2% | +42.3% |
| YTD | +94.1% | +22.9% | +71.3% | +88.9% |
| 1Y | +147.8% | +83.3% | +64.5% | +131.6% |
| 3Y | +222.9% | +808.5% | -585.6% | +155.5% |
| 5Y | +150.6% | +838.0% | -687.3% | +92.4% |
| All | +303.5% | +427.6% | -124.1% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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