+953.6%
IGV vs EWZ
+711.2%
+242.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.5% |
| 7D | -3.3% | +5.6% | -8.9% | -5.2% |
| 30D | 0.0% | +9.3% | -9.3% | -3.2% |
| 3M | +7.3% | +15.7% | -8.3% | +1.7% |
| 6M | +16.7% | +7.4% | +9.3% | +13.0% |
| YTD | -2.8% | +22.7% | -25.5% | -10.5% |
| 1Y | -6.7% | +36.4% | -43.1% | -17.3% |
| 3Y | +41.1% | +50.4% | -9.3% | +19.6% |
| 5Y | +22.0% | +67.6% | -45.6% | -3.2% |
| 10Y | +357.9% | +84.1% | +273.9% | +216.8% |
| All | +953.6% | +711.2% | +242.4% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling