+230.2%
EWY vs IBB
+64.8%
+165.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.9% |
| 7D | +8.0% | -1.7% | +9.7% | +9.1% |
| 30D | +14.3% | +4.9% | +9.5% | +10.5% |
| 3M | +2.3% | +24.2% | -21.9% | -11.4% |
| 6M | +49.9% | +23.8% | +26.0% | +30.7% |
| YTD | +95.3% | +23.0% | +72.4% | +71.1% |
| 1Y | +161.7% | +46.2% | +115.6% | +109.1% |
| 3Y | +230.2% | +64.8% | +165.3% | +139.0% |
| All | +230.2% | +64.8% | +165.3% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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