+1,236.8%
EWY vs IBM
+365.7%
+871.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | -0.3% | +5.1% | +5.0% |
| 30D | +11.7% | +0.3% | +11.4% | +11.3% |
| 3M | -7.4% | -21.6% | +14.2% | -0.4% |
| 6M | +40.6% | -4.7% | +45.3% | +33.7% |
| YTD | +94.3% | -19.1% | +113.4% | +98.1% |
| 1Y | +164.3% | -2.5% | +166.8% | +141.2% |
| 3Y | +221.0% | +74.2% | +146.8% | +102.6% |
| 5Y | +139.1% | +113.1% | +26.0% | +31.1% |
| 10Y | +298.8% | +133.5% | +165.3% | +94.2% |
| All | +1,236.8% | +365.7% | +871.1% | +290.2% |
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