+154.0%
EWT vs IR
+43.3%
+110.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | 0.0% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +8.2% | -13.6% | +21.8% | +14.0% |
| 3M | +11.1% | +3.7% | +7.4% | +9.1% |
| 6M | +60.4% | -13.1% | +73.5% | +67.3% |
| YTD | +75.6% | -5.1% | +80.7% | +76.4% |
| 1Y | +91.3% | -6.5% | +97.8% | +92.7% |
| 3Y | +200.3% | +8.5% | +191.8% | +177.0% |
| All | +154.0% | +43.3% | +110.7% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling