+383.6%
EWY vs ICE
+2,600.8%
-2,217.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.2% | +3.6% | +0.6% | +2.9% |
| 30D | -10.7% | +15.1% | -25.8% | -15.6% |
| 3M | -20.1% | +15.4% | -35.4% | -24.8% |
| 6M | -24.3% | +16.1% | -40.4% | -29.8% |
| YTD | +46.9% | +11.4% | +35.5% | +37.4% |
| 1Y | +55.2% | +18.5% | +36.7% | +41.6% |
| 3Y | +157.0% | +70.5% | +86.4% | +101.5% |
| 5Y | +98.9% | +40.9% | +57.9% | +66.0% |
| 10Y | +226.3% | +260.6% | -34.3% | +86.6% |
| All | +383.6% | +2,600.8% | -2,217.2% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling