+1,104.2%
EWY vs IAG
+368.9%
+735.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | +8.0% | +4.3% | +3.8% | +7.4% |
| 30D | +14.3% | +9.8% | +4.6% | +12.9% |
| 3M | +2.3% | +28.9% | -26.6% | -1.2% |
| 6M | +49.9% | -7.6% | +57.4% | +50.9% |
| YTD | +95.3% | +22.0% | +73.4% | +89.4% |
| 1Y | +161.7% | +99.5% | +62.2% | +138.0% |
| 3Y | +230.2% | +818.3% | -588.1% | +141.6% |
| 5Y | +148.1% | +785.9% | -637.8% | +75.2% |
| 10Y | +293.2% | +381.1% | -87.9% | +170.6% |
| All | +1,104.2% | +368.9% | +735.4% | +577.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling