+84.9%
EWT vs IR
-8.8%
+93.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.1% | -4.5% | +3.4% | +0.2% |
| 30D | +4.5% | -13.9% | +18.4% | +9.1% |
| 3M | +8.3% | -0.3% | +8.6% | +7.8% |
| 6M | +54.2% | -14.3% | +68.6% | +58.7% |
| YTD | +74.6% | -7.9% | +82.5% | +76.6% |
| 1Y | +84.9% | -9.9% | +94.8% | +88.2% |
| All | +84.9% | -8.8% | +93.7% | +88.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling