+84.1%
EWZ vs IAG
+371.0%
-286.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.2% |
| 7D | +5.6% | +4.3% | +1.3% | +5.0% |
| 30D | +9.3% | +9.8% | -0.5% | +7.7% |
| 3M | +15.7% | +28.9% | -13.2% | +10.9% |
| 6M | +7.4% | -7.6% | +15.0% | +7.4% |
| YTD | +22.7% | +22.0% | +0.7% | +17.4% |
| 1Y | +36.4% | +99.5% | -63.1% | +21.1% |
| 3Y | +50.4% | +818.3% | -767.9% | +3.6% |
| 5Y | +67.6% | +785.9% | -718.3% | +10.5% |
| 10Y | +84.1% | +381.1% | -297.0% | +19.8% |
| All | +84.1% | +371.0% | -286.9% | +19.8% |
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