+155.0%
EWY vs IBB
+86.3%
+68.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +1.9% |
| 7D | -6.3% | +2.7% | -9.0% | -7.5% |
| 30D | -19.8% | +6.3% | -26.2% | -22.5% |
| 3M | -14.4% | +11.1% | -25.5% | -19.9% |
| 6M | -25.3% | +29.2% | -54.5% | -36.5% |
| YTD | +46.2% | +30.2% | +15.9% | +24.2% |
| 1Y | +58.3% | +39.5% | +18.8% | +29.6% |
| 3Y | +155.0% | +92.3% | +62.6% | +78.9% |
| All | +155.0% | +86.3% | +68.6% | +78.9% |
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