+142.7%
EWY vs IBN
+52.7%
+90.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +1.2% | -5.5% | +6.7% | +3.6% |
| 30D | +9.3% | -3.4% | +12.7% | +10.8% |
| 3M | +2.4% | +8.7% | -6.2% | -1.1% |
| 6M | +40.3% | +3.7% | +36.6% | +37.9% |
| YTD | +88.0% | -2.4% | +90.4% | +88.7% |
| 1Y | +143.8% | -8.1% | +151.9% | +149.3% |
| 3Y | +217.8% | +26.3% | +191.4% | +182.1% |
| 5Y | +142.7% | +54.9% | +87.8% | +93.1% |
| All | +142.7% | +52.7% | +90.0% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling