+226.4%
EWY vs IBM
+77.1%
+149.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.1% |
| 7D | +6.7% | +3.6% | +3.1% | +6.3% |
| 30D | +17.0% | +1.5% | +15.4% | +16.8% |
| 3M | +3.7% | -12.9% | +16.6% | +4.4% |
| 6M | +42.5% | -3.9% | +46.4% | +40.2% |
| YTD | +96.2% | -17.3% | +113.6% | +98.5% |
| 1Y | +160.4% | -5.0% | +165.4% | +151.8% |
| All | +226.4% | +77.1% | +149.3% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling