+55.2%
EWT vs IP
+2.3%
+52.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -10.9% | +3.4% | -14.3% | -11.4% |
| 30D | -17.7% | +11.2% | -29.0% | -19.1% |
| 3M | -5.0% | -14.8% | +9.8% | -2.6% |
| 6M | +7.4% | +17.3% | -9.9% | +3.0% |
| YTD | +52.8% | -6.2% | +59.0% | +53.3% |
| 1Y | +55.2% | +2.3% | +52.8% | +54.4% |
| All | +55.2% | +2.3% | +52.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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