+222.9%
EWY vs IOT
+23.8%
+199.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.1% | -4.5% | +4.4% | +0.3% |
| 30D | +7.3% | -2.4% | +9.7% | +7.4% |
| 3M | -5.1% | +19.0% | -24.1% | -7.6% |
| 6M | +42.1% | +19.6% | +22.4% | +37.9% |
| YTD | +94.1% | +8.3% | +85.9% | +89.7% |
| 1Y | +147.8% | -0.8% | +148.6% | +144.9% |
| 3Y | +222.9% | +24.4% | +198.5% | +194.5% |
| All | +222.9% | +23.8% | +199.1% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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