+126.0%
EWT vs IR
+46.2%
+79.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.2% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | -12.3% | +7.6% | -19.9% | -14.6% |
| 3M | -3.6% | +0.1% | -3.7% | -3.8% |
| 6M | +3.1% | +14.0% | -10.8% | -2.2% |
| YTD | +57.7% | +7.5% | +50.2% | +51.4% |
| 1Y | +60.3% | +10.1% | +50.1% | +52.2% |
| 3Y | +163.4% | +24.9% | +138.5% | +131.0% |
| All | +126.0% | +46.2% | +79.8% | +78.9% |
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 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