+136.6%
EWT vs IP
+13.9%
+122.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.8% |
| 7D | -11.7% | -5.1% | -6.7% | -10.9% |
| 30D | -23.2% | +8.5% | -31.7% | -24.3% |
| 3M | -12.5% | -13.8% | +1.3% | -10.3% |
| 6M | -5.9% | +5.7% | -11.7% | -7.7% |
| YTD | +40.5% | -9.1% | +49.6% | +41.0% |
| 1Y | +43.7% | -0.8% | +44.6% | +41.8% |
| 3Y | +136.6% | +14.8% | +121.8% | +134.2% |
| All | +136.6% | +13.9% | +122.7% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling