+222.9%
EWY vs IBKR
+291.8%
-68.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.4% |
| 7D | -0.1% | -1.3% | +1.3% | +0.5% |
| 30D | +7.3% | -0.2% | +7.5% | +7.4% |
| 3M | -5.1% | +3.0% | -8.1% | -6.0% |
| 6M | +42.1% | +33.9% | +8.2% | +30.3% |
| YTD | +94.1% | +42.5% | +51.6% | +75.5% |
| 1Y | +147.8% | +44.9% | +103.0% | +123.4% |
| 3Y | +222.9% | +293.0% | -70.1% | +145.5% |
| All | +222.9% | +291.8% | -68.9% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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