+51.9%
EWY vs IP
-2.1%
+54.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +2.9% |
| 7D | -6.3% | -3.0% | -3.2% | -5.5% |
| 30D | -19.8% | +10.6% | -30.4% | -22.1% |
| 3M | -14.4% | -13.6% | -0.9% | -11.1% |
| 6M | -25.3% | +10.4% | -35.7% | -28.7% |
| YTD | +46.2% | -6.5% | +52.7% | +46.4% |
| All | +51.9% | -2.1% | +54.0% | +51.3% |
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