+595.6%
EWZ vs IAG
+337.4%
+258.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.2% | -6.5% | -0.6% |
| 7D | -1.5% | +21.4% | -22.9% | -5.1% |
| 30D | -24.5% | +4.0% | -28.6% | -25.3% |
| 3M | -10.7% | +17.0% | -27.7% | -14.0% |
| 6M | -19.1% | +1.4% | -20.5% | -20.5% |
| YTD | +1.6% | +13.8% | -12.1% | -3.6% |
| 1Y | +4.3% | +55.8% | -51.5% | -6.9% |
| 3Y | +19.0% | +647.4% | -628.4% | -25.5% |
| 5Y | +57.7% | +519.1% | -461.5% | -4.3% |
| 10Y | +51.3% | +345.6% | -294.3% | -14.8% |
| All | +595.6% | +337.4% | +258.2% | +175.6% |
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 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