+54.2%
EWZ vs IAG
+421.7%
-367.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | +0.8% | -7.7% | +8.4% | +1.9% |
| 30D | -24.4% | +1.6% | -25.9% | -24.8% |
| 3M | -4.6% | -2.4% | -2.2% | -4.8% |
| 6M | -11.6% | -7.8% | -3.7% | -11.6% |
| YTD | +2.4% | +5.0% | -2.7% | -0.3% |
| 1Y | +2.1% | +25.7% | -23.6% | -3.2% |
| 3Y | +18.7% | +694.5% | -675.8% | -17.4% |
| All | +54.2% | +421.7% | -367.5% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling