+55.0%
EWZ vs IAG
+764.1%
-709.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | +4.8% | +28.9% | -24.0% | +0.7% |
| 3M | +9.9% | +19.1% | -9.2% | +6.4% |
| 6M | +1.9% | -10.3% | +12.2% | +2.3% |
| YTD | +20.3% | +24.2% | -3.9% | +14.7% |
| 1Y | +35.6% | +116.5% | -80.9% | +18.9% |
| 3Y | +43.4% | +742.8% | -699.4% | -1.2% |
| All | +55.0% | +764.1% | -709.1% | +0.6% |
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 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