+14.8%
IGV vs EWZ
+53.9%
-39.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.6% |
| 7D | +2.3% | +0.8% | +1.6% | +2.1% |
| 30D | -6.0% | -24.4% | +18.4% | +0.1% |
| 3M | -4.8% | -4.6% | -0.2% | -5.6% |
| 6M | +14.2% | -11.6% | +25.8% | +15.7% |
| YTD | -4.2% | +2.4% | -6.6% | -8.3% |
| 1Y | -5.3% | +2.1% | -7.4% | -9.4% |
| 3Y | +38.8% | +18.7% | +20.1% | +24.3% |
| All | +14.8% | +53.9% | -39.1% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling