+365.4%
EWY vs IBKR
+1,349.8%
-984.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.3% |
| 7D | -0.1% | -1.3% | +1.3% | +0.5% |
| 30D | +7.3% | -0.2% | +7.5% | +7.3% |
| 3M | -5.1% | +3.0% | -8.1% | -6.3% |
| 6M | +42.1% | +33.9% | +8.2% | +27.4% |
| YTD | +94.1% | +42.5% | +51.6% | +69.5% |
| 1Y | +147.8% | +44.9% | +103.0% | +114.1% |
| 3Y | +222.9% | +293.0% | -70.1% | +76.9% |
| 5Y | +150.6% | +497.7% | -347.0% | +10.7% |
| 10Y | +304.4% | +1,004.4% | -700.0% | +25.8% |
| All | +365.4% | +1,349.8% | -984.4% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling