+164.3%
EWY vs ICE
-7.2%
+171.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +3.8% |
| 7D | +4.8% | -0.7% | +5.5% | +4.5% |
| 30D | +11.7% | +7.6% | +4.0% | +15.1% |
| 3M | -7.4% | +13.9% | -21.3% | -0.2% |
| 6M | +40.6% | -2.4% | +42.9% | +49.5% |
| YTD | +94.3% | +0.3% | +94.0% | +107.1% |
| 1Y | +164.3% | -6.4% | +170.7% | +181.3% |
| All | +164.3% | -7.2% | +171.4% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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