+1,236.8%
EWY vs IBN
+1,399.1%
-162.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | +4.8% | +1.4% | +3.4% | +4.3% |
| 30D | +11.7% | -0.3% | +12.0% | +11.7% |
| 3M | -7.4% | +17.1% | -24.5% | -12.3% |
| 6M | +40.6% | +3.4% | +37.2% | +39.2% |
| YTD | +94.3% | +2.5% | +91.7% | +92.7% |
| 1Y | +164.3% | -4.2% | +168.4% | +167.5% |
| 3Y | +221.0% | +32.4% | +188.6% | +188.1% |
| 5Y | +139.1% | +59.2% | +79.9% | +99.4% |
| 10Y | +298.8% | +345.7% | -46.9% | +117.4% |
| All | +1,236.8% | +1,399.1% | -162.2% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling