+303.5%
EWY vs ICE
+220.6%
+82.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.9% |
| 7D | -0.1% | -2.4% | +2.3% | +0.8% |
| 30D | +7.3% | +4.0% | +3.3% | +5.6% |
| 3M | -5.1% | +13.7% | -18.8% | -10.3% |
| 6M | +42.1% | +0.9% | +41.1% | +40.2% |
| YTD | +94.1% | -2.1% | +96.3% | +92.7% |
| 1Y | +147.8% | -9.5% | +157.3% | +154.0% |
| 3Y | +222.9% | +42.1% | +180.8% | +165.3% |
| 5Y | +150.6% | +41.4% | +109.2% | +102.5% |
| All | +303.5% | +220.6% | +82.9% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling