+371.1%
EWT vs IP
+26.3%
+344.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.7% |
| 7D | -11.7% | -5.1% | -6.7% | -10.5% |
| 30D | -23.2% | +8.5% | -31.7% | -24.8% |
| 3M | -12.5% | -13.8% | +1.3% | -9.4% |
| 6M | -5.9% | +5.7% | -11.7% | -8.2% |
| YTD | +40.5% | -9.1% | +49.6% | +41.2% |
| 1Y | +43.7% | -0.8% | +44.6% | +40.9% |
| 3Y | +136.6% | +14.8% | +121.8% | +114.8% |
| 5Y | +105.1% | -11.5% | +116.6% | +97.9% |
| All | +371.1% | +26.3% | +344.8% | +345.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling