+62.4%
EWY vs IBN
+4.2%
+58.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.6% | -3.6% |
| 7D | -8.3% | +8.9% | -17.2% | -12.1% |
| 30D | -20.5% | +12.6% | -33.2% | -26.0% |
| 3M | -11.1% | +3.1% | -14.2% | -12.1% |
| 6M | -7.0% | +20.6% | -27.6% | -18.7% |
| YTD | +56.5% | +5.8% | +50.7% | +43.0% |
| 1Y | +62.4% | +3.7% | +58.8% | +48.7% |
| All | +62.4% | +4.2% | +58.2% | +48.7% |
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