+222.9%
EWY vs IFF
+29.0%
+193.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.4% |
| 7D | -0.1% | -3.2% | +3.1% | +0.8% |
| 30D | +7.3% | -0.3% | +7.6% | +7.3% |
| 3M | -5.1% | +8.4% | -13.6% | -8.0% |
| 6M | +42.1% | +23.0% | +19.0% | +32.4% |
| YTD | +94.1% | +25.5% | +68.7% | +79.4% |
| 1Y | +147.8% | +29.1% | +118.8% | +126.6% |
| 3Y | +222.9% | +31.7% | +191.3% | +198.3% |
| All | +222.9% | +29.0% | +193.9% | +198.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling