+290.8%
EWY vs IBN
+316.4%
-25.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +1.2% | -5.5% | +6.7% | +3.2% |
| 30D | +9.3% | -3.4% | +12.7% | +10.5% |
| 3M | +2.4% | +8.7% | -6.2% | -0.6% |
| 6M | +40.3% | +3.7% | +36.6% | +38.6% |
| YTD | +88.0% | -2.4% | +90.4% | +89.3% |
| 1Y | +143.8% | -8.1% | +151.9% | +149.9% |
| 3Y | +217.8% | +26.3% | +191.4% | +189.1% |
| 5Y | +142.7% | +54.9% | +87.8% | +103.7% |
| All | +290.8% | +316.4% | -25.6% | +145.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling