+146.1%
EWT vs IT
-46.1%
+192.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.6% |
| 7D | -1.1% | -12.7% | +11.6% | +0.6% |
| 30D | +4.8% | -8.9% | +13.7% | +5.8% |
| 3M | +11.1% | +10.1% | +1.0% | +8.6% |
| 6M | +54.6% | +7.3% | +47.4% | +50.9% |
| YTD | +71.4% | -32.4% | +103.8% | +84.2% |
| 1Y | +82.1% | -26.6% | +108.7% | +90.6% |
| 3Y | +193.2% | -51.8% | +245.1% | +236.6% |
| 5Y | +146.1% | -45.6% | +191.7% | +160.9% |
| All | +146.1% | -46.1% | +192.2% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling