+237.8%
EWY vs IP
+22.3%
+215.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.6% |
| 7D | -2.8% | -2.8% | -0.1% | -1.8% |
| 30D | -13.1% | +9.2% | -22.3% | -15.7% |
| 3M | -11.6% | -16.1% | +4.5% | -6.8% |
| 6M | -23.4% | +9.6% | -32.9% | -26.4% |
| YTD | +52.0% | -8.8% | +60.8% | +53.3% |
| 1Y | +58.6% | -5.5% | +64.1% | +57.8% |
| 3Y | +163.3% | +19.6% | +143.7% | +126.8% |
| 5Y | +108.7% | -13.5% | +122.1% | +100.5% |
| 10Y | +237.8% | +22.4% | +215.4% | +168.0% |
| All | +237.8% | +22.3% | +215.5% | +168.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling