+723.4%
EWZ vs IAG
+377.5%
+346.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | +4.8% | +28.9% | -24.0% | -0.4% |
| 3M | +9.9% | +19.1% | -9.2% | +5.4% |
| 6M | +1.9% | -10.3% | +12.2% | +2.4% |
| YTD | +20.3% | +24.2% | -3.9% | +12.8% |
| 1Y | +35.6% | +116.5% | -80.9% | +13.6% |
| 3Y | +43.4% | +742.8% | -699.4% | -12.1% |
| 5Y | +55.9% | +753.3% | -697.4% | -10.9% |
| 10Y | +84.2% | +403.2% | -319.0% | +0.8% |
| All | +723.4% | +377.5% | +346.0% | +222.5% |
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