+164.3%
EWY vs IP
-18.9%
+183.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.1% |
| 7D | +4.8% | -5.3% | +10.1% | +6.1% |
| 30D | +11.7% | -10.9% | +22.5% | +14.5% |
| 3M | -7.4% | +11.2% | -18.6% | -10.6% |
| 6M | +40.6% | -10.2% | +50.8% | +39.1% |
| YTD | +94.3% | -2.0% | +96.3% | +92.1% |
| 1Y | +164.3% | -19.1% | +183.4% | +164.5% |
| All | +164.3% | -18.9% | +183.2% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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