+910.6%
EWY vs IBM
+393.3%
+517.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.3% |
| 7D | +4.2% | +1.6% | +2.6% | +3.5% |
| 30D | -10.7% | +9.2% | -19.9% | -14.4% |
| 3M | -20.1% | +4.9% | -25.0% | -22.3% |
| 6M | -24.3% | +16.8% | -41.1% | -35.1% |
| YTD | +46.9% | -14.3% | +61.1% | +45.2% |
| 1Y | +55.2% | -16.7% | +71.9% | +55.7% |
| 3Y | +157.0% | +82.2% | +74.7% | +58.6% |
| 5Y | +98.9% | +149.9% | -51.1% | +0.1% |
| 10Y | +226.3% | +142.6% | +83.7% | +56.1% |
| All | +910.6% | +393.3% | +517.3% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling