+38.9%
IGV vs EWZ
+45.8%
-7.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | -3.0% | +8.2% | -11.2% | -5.4% |
| 3M | +9.6% | +13.3% | -3.7% | +5.0% |
| 6M | +16.1% | +3.6% | +12.5% | +14.0% |
| YTD | -3.6% | +21.0% | -24.6% | -11.2% |
| 1Y | -7.8% | +34.7% | -42.5% | -19.2% |
| All | +38.9% | +45.8% | -7.0% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling