+55.5%
EWT vs IR
+10.1%
+45.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | +13.2% | +4.3% | +9.0% | +11.8% |
| 30D | -14.3% | +8.1% | -22.4% | -16.2% |
| 3M | -8.4% | +0.7% | -9.1% | -8.5% |
| 6M | +3.7% | +16.6% | -12.9% | -1.6% |
| YTD | +53.1% | +7.8% | +45.3% | +47.7% |
| 1Y | +55.5% | +9.9% | +45.6% | +49.9% |
| All | +55.5% | +10.1% | +45.4% | +49.9% |
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