+119.0%
EWT vs IT
-42.2%
+161.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +9.1% | +1.1% | +8.0% | +9.0% |
| 30D | -12.2% | -1.8% | -10.4% | -12.3% |
| 3M | -9.4% | +4.8% | -14.2% | -10.5% |
| 6M | +2.7% | +33.0% | -30.4% | -3.3% |
| YTD | +53.3% | -23.8% | +77.1% | +61.6% |
| 1Y | +59.2% | -16.5% | +75.7% | +63.7% |
| 3Y | +157.1% | -53.6% | +210.7% | +206.4% |
| All | +119.0% | -42.2% | +161.2% | +132.4% |
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