+513.6%
EWT vs IT
+103.1%
+410.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.3% | -3.4% | +0.9% |
| 7D | -1.1% | -3.7% | +2.5% | -0.6% |
| 30D | +4.5% | +0.1% | +4.4% | +4.1% |
| 3M | +8.3% | +20.7% | -12.4% | +2.9% |
| 6M | +54.2% | +12.0% | +42.3% | +47.9% |
| YTD | +74.6% | -28.8% | +103.4% | +84.2% |
| 1Y | +84.9% | -25.5% | +110.4% | +92.0% |
| 3Y | +197.5% | -48.8% | +246.3% | +232.6% |
| 5Y | +150.6% | -42.7% | +193.3% | +167.3% |
| All | +513.6% | +103.1% | +410.5% | +389.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling