+163.6%
EWY vs IOT
+55.2%
+108.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.9% |
| 7D | +6.7% | +5.1% | +1.6% | +6.1% |
| 30D | +17.0% | -3.0% | +20.0% | +17.2% |
| 3M | +3.7% | +15.0% | -11.3% | +1.0% |
| 6M | +42.5% | +13.1% | +29.3% | +38.5% |
| YTD | +96.2% | +9.0% | +87.2% | +90.4% |
| 1Y | +160.4% | +0.1% | +160.2% | +155.0% |
| 3Y | +231.7% | +26.4% | +205.2% | +203.2% |
| All | +163.6% | +55.2% | +108.3% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling