+97.9%
EWT vs IT
-24.5%
+122.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +1.6% |
| 7D | +4.0% | -6.0% | +10.0% | +3.6% |
| 30D | +10.3% | 0.0% | +10.3% | +10.3% |
| 3M | +6.1% | +13.1% | -7.0% | +9.0% |
| 6M | +56.6% | +11.7% | +44.9% | +61.1% |
| YTD | +76.6% | -26.1% | +102.7% | +85.0% |
| 1Y | +97.9% | -21.3% | +119.1% | +107.9% |
| All | +97.9% | -24.5% | +122.3% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling