+52.2%
EWT vs IP
-2.1%
+54.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +6.6% |
| 7D | -5.0% | -3.0% | -1.9% | -4.5% |
| 30D | -16.3% | +10.6% | -26.9% | -17.7% |
| 3M | -7.2% | -13.6% | +6.4% | -4.9% |
| 6M | -0.5% | +10.4% | -10.9% | -3.7% |
| YTD | +50.6% | -6.5% | +57.0% | +51.1% |
| All | +52.2% | -2.1% | +54.3% | +51.5% |
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