+539.7%
EWY vs ICE
+2,331.7%
-1,792.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.4% |
| 7D | +4.8% | -0.7% | +5.5% | +5.0% |
| 30D | +11.7% | +7.6% | +4.0% | +8.5% |
| 3M | -7.4% | +13.9% | -21.3% | -12.8% |
| 6M | +40.6% | -2.4% | +42.9% | +39.8% |
| YTD | +94.3% | +0.3% | +94.0% | +90.2% |
| 1Y | +164.3% | -6.4% | +170.7% | +164.6% |
| 3Y | +221.0% | +43.1% | +177.9% | +170.5% |
| 5Y | +139.1% | +42.1% | +97.0% | +99.5% |
| 10Y | +298.8% | +220.9% | +77.9% | +139.2% |
| All | +539.7% | +2,331.7% | -1,792.0% | +93.3% |
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 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