+416.2%
EWT vs IR
+271.9%
+144.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.3% |
| 7D | -1.1% | -3.1% | +2.0% | -0.2% |
| 30D | +4.8% | -14.0% | +18.8% | +9.4% |
| 3M | +11.1% | +3.7% | +7.4% | +9.6% |
| 6M | +54.6% | -15.4% | +70.0% | +61.4% |
| YTD | +71.4% | -7.7% | +79.1% | +73.9% |
| 1Y | +82.1% | -8.8% | +90.9% | +84.9% |
| 3Y | +193.2% | +5.6% | +187.6% | +181.5% |
| 5Y | +146.1% | +34.3% | +111.8% | +117.7% |
| All | +416.2% | +271.9% | +144.3% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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