+590.1%
EWT vs IT
+1,368.9%
-778.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | +1.4% |
| 7D | +1.6% | -9.1% | +10.8% | +4.1% |
| 30D | +8.2% | -7.0% | +15.2% | +9.8% |
| 3M | +11.1% | +7.6% | +3.4% | +5.9% |
| 6M | +60.4% | +2.1% | +58.3% | +53.7% |
| YTD | +75.6% | -31.6% | +107.2% | +86.5% |
| 1Y | +91.3% | -29.9% | +121.2% | +100.4% |
| 3Y | +200.3% | -51.3% | +251.6% | +240.6% |
| 5Y | +156.4% | -44.8% | +201.2% | +174.6% |
| 10Y | +495.8% | +91.4% | +404.4% | +306.2% |
| All | +590.1% | +1,368.9% | -778.7% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling