+222.9%
EWY vs ICE
+41.6%
+181.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.3% |
| 7D | -0.1% | -2.4% | +2.3% | -0.1% |
| 30D | +7.3% | +4.0% | +3.3% | +7.2% |
| 3M | -5.1% | +13.7% | -18.8% | -4.9% |
| 6M | +42.1% | +0.9% | +41.1% | +45.3% |
| YTD | +94.1% | -2.1% | +96.3% | +98.5% |
| 1Y | +147.8% | -9.5% | +157.3% | +161.4% |
| 3Y | +222.9% | +42.1% | +180.8% | +179.6% |
| All | +222.9% | +41.6% | +181.3% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling