+360.9%
EWT vs IR
+334.2%
+26.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | +13.2% | +4.3% | +9.0% | +11.9% |
| 30D | -14.3% | +8.1% | -22.4% | -16.2% |
| 3M | -8.4% | +0.7% | -9.1% | -8.7% |
| 6M | +3.7% | +16.6% | -12.9% | -1.3% |
| YTD | +53.1% | +7.8% | +45.3% | +48.3% |
| 1Y | +55.5% | +9.9% | +45.6% | +49.6% |
| 3Y | +155.6% | +25.2% | +130.4% | +133.7% |
| 5Y | +119.3% | +46.8% | +72.5% | +88.5% |
| All | +360.9% | +334.2% | +26.8% | +213.2% |
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