+143.8%
EWY vs IBM
-7.5%
+151.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -4.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +9.3% | -1.8% | +11.1% | +9.3% |
| 3M | +2.4% | -13.5% | +15.9% | +2.5% |
| 6M | +40.3% | -5.1% | +45.4% | +39.4% |
| YTD | +88.0% | -19.4% | +107.4% | +88.0% |
| 1Y | +143.8% | -6.5% | +150.3% | +144.3% |
| All | +143.8% | -7.5% | +151.3% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling