+1,302.1%
EWY vs IBB
+580.2%
+721.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +5.9% |
| 7D | -2.8% | -1.4% | -1.5% | -1.7% |
| 30D | -13.1% | +6.8% | -19.9% | -16.1% |
| 3M | -11.6% | +9.2% | -20.8% | -16.0% |
| 6M | -23.4% | +28.3% | -51.7% | -33.6% |
| YTD | +52.0% | +29.4% | +22.7% | +31.6% |
| 1Y | +58.6% | +33.2% | +25.4% | +34.8% |
| 3Y | +163.3% | +90.2% | +73.1% | +80.1% |
| 5Y | +108.7% | +44.0% | +64.7% | +64.9% |
| 10Y | +237.8% | +133.1% | +104.7% | +94.5% |
| All | +1,302.1% | +580.2% | +721.9% | +236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling