+67.0%
EWZ vs IAG
+370.6%
-303.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | +0.6% | +3.4% | -2.8% | 0.0% |
| 30D | -25.5% | -2.7% | -22.8% | -25.4% |
| 3M | -4.5% | -0.5% | -4.0% | -4.9% |
| 6M | -15.3% | -4.8% | -10.4% | -15.6% |
| YTD | +3.1% | +9.6% | -6.5% | -0.2% |
| 1Y | +1.2% | +32.2% | -31.0% | -4.6% |
| 3Y | +19.3% | +692.5% | -673.3% | -15.5% |
| 5Y | +52.3% | +447.6% | -395.3% | +7.8% |
| 10Y | +67.0% | +403.3% | -336.3% | +8.1% |
| All | +67.0% | +370.6% | -303.6% | +8.1% |
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