+497.7%
EWT vs IP
+23.2%
+474.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.3% |
| 7D | +4.0% | -5.3% | +9.2% | +5.3% |
| 30D | +10.3% | -10.9% | +21.2% | +13.4% |
| 3M | +6.1% | +11.2% | -5.1% | +2.4% |
| 6M | +56.6% | -10.2% | +66.9% | +58.9% |
| YTD | +76.6% | -2.0% | +78.6% | +74.4% |
| 1Y | +97.9% | -19.1% | +117.0% | +104.5% |
| 3Y | +198.0% | +20.9% | +177.1% | +167.2% |
| 5Y | +151.8% | -17.8% | +169.6% | +149.0% |
| All | +497.7% | +23.2% | +474.5% | +403.0% |
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