+164.3%
EWY vs IFF
+34.4%
+129.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +4.8% | -1.8% | +6.6% | +5.3% |
| 30D | +11.7% | -2.0% | +13.6% | +12.2% |
| 3M | -7.4% | +18.5% | -25.9% | -12.6% |
| 6M | +40.6% | +11.7% | +28.9% | +33.2% |
| YTD | +94.3% | +29.6% | +64.7% | +81.3% |
| 1Y | +164.3% | +35.0% | +129.3% | +142.5% |
| All | +164.3% | +34.4% | +129.9% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling