-9.9%
IGV vs EWZ
+34.8%
-44.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -5.4% | +1.1% | -6.5% | -5.5% |
| 30D | -2.6% | +13.5% | -16.1% | -3.9% |
| 3M | +10.5% | +15.2% | -4.7% | +8.6% |
| 6M | +18.2% | +3.7% | +14.5% | +16.6% |
| YTD | -4.2% | +22.5% | -26.8% | -7.9% |
| All | -9.9% | +34.8% | -44.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling