+148.7%
EWY vs ICE
+40.4%
+108.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.0% |
| 7D | -0.1% | -2.4% | +2.3% | +0.4% |
| 30D | +7.3% | +4.0% | +3.3% | +6.3% |
| 3M | -5.1% | +13.7% | -18.8% | -8.0% |
| 6M | +42.1% | +0.9% | +41.1% | +42.3% |
| YTD | +94.1% | -2.1% | +96.3% | +95.2% |
| 1Y | +147.8% | -9.5% | +157.3% | +156.6% |
| 3Y | +222.9% | +42.1% | +180.8% | +174.2% |
| All | +148.7% | +40.4% | +108.3% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling