+164.5%
EWT vs IR
+25.2%
+139.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.1% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | -12.3% | +7.6% | -19.9% | -14.4% |
| 3M | -3.6% | +0.1% | -3.7% | -3.7% |
| 6M | +3.1% | +14.0% | -10.8% | -1.9% |
| YTD | +57.7% | +7.5% | +50.2% | +51.5% |
| 1Y | +60.3% | +10.1% | +50.1% | +52.4% |
| All | +164.5% | +25.2% | +139.3% | +136.9% |
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 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