+199.8%
EWT vs IR
+5.7%
+194.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.9% |
| 7D | +2.1% | -1.9% | +4.0% | +2.8% |
| 30D | +9.4% | -15.0% | +24.4% | +15.5% |
| 3M | +10.9% | -0.4% | +11.3% | +10.5% |
| 6M | +57.9% | -15.0% | +73.0% | +65.4% |
| YTD | +75.9% | -7.1% | +83.0% | +77.7% |
| 1Y | +89.7% | -7.5% | +97.2% | +91.5% |
| All | +199.8% | +5.7% | +194.1% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling