+229.5%
EWY vs IP
+20.8%
+208.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.3% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | -10.7% | +7.9% | -18.6% | -13.0% |
| 3M | -20.1% | -15.3% | -4.7% | -15.9% |
| 6M | -24.3% | +10.5% | -34.8% | -27.5% |
| YTD | +46.9% | -9.4% | +56.2% | +48.4% |
| 1Y | +55.2% | -4.6% | +59.8% | +53.9% |
| 3Y | +157.0% | +21.2% | +135.7% | +119.9% |
| 5Y | +98.9% | -13.3% | +112.2% | +90.8% |
| All | +229.5% | +20.8% | +208.7% | +154.7% |
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