+164.3%
EWY vs IBN
-4.0%
+168.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.0% |
| 7D | +4.8% | +1.4% | +3.4% | +4.0% |
| 30D | +11.7% | -0.3% | +12.0% | +11.8% |
| 3M | -7.4% | +17.1% | -24.5% | -16.0% |
| 6M | +40.6% | +3.4% | +37.2% | +31.7% |
| YTD | +94.3% | +2.5% | +91.7% | +82.3% |
| 1Y | +164.3% | -4.2% | +168.4% | +148.8% |
| All | +164.3% | -4.0% | +168.3% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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