+157.1%
EWT vs IT
-53.3%
+210.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +9.1% | +1.1% | +8.0% | +9.1% |
| 30D | -12.2% | -1.8% | -10.4% | -12.2% |
| 3M | -9.4% | +4.8% | -14.2% | -9.7% |
| 6M | +2.7% | +33.0% | -30.4% | +0.6% |
| YTD | +53.3% | -23.8% | +77.1% | +62.2% |
| 1Y | +59.2% | -16.5% | +75.7% | +65.4% |
| 3Y | +157.1% | -53.6% | +210.7% | +206.5% |
| All | +157.1% | -53.3% | +210.4% | +206.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling