+431.7%
EWT vs IR
+288.5%
+143.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +4.0% | -2.8% | +6.8% | +4.8% |
| 30D | +10.3% | -15.1% | +25.4% | +15.6% |
| 3M | +6.1% | +6.1% | 0.0% | +3.9% |
| 6M | +56.6% | -16.8% | +73.4% | +64.2% |
| YTD | +76.6% | -3.5% | +80.1% | +76.8% |
| 1Y | +97.9% | -3.5% | +101.4% | +97.6% |
| 3Y | +198.0% | +9.5% | +188.5% | +183.0% |
| 5Y | +151.8% | +45.1% | +106.7% | +118.1% |
| All | +431.7% | +288.5% | +143.2% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling