+869.8%
EWY vs IP
+156.5%
+713.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.2% | +3.7% |
| 7D | -10.4% | -5.1% | -5.3% | -8.4% |
| 30D | -25.4% | +8.5% | -33.9% | -28.0% |
| 3M | -16.5% | -13.8% | -2.7% | -11.7% |
| 6M | -24.7% | +5.7% | -30.5% | -27.5% |
| YTD | +40.9% | -9.1% | +50.0% | +42.4% |
| 1Y | +49.8% | -0.8% | +50.6% | +45.5% |
| 3Y | +134.8% | +14.8% | +120.0% | +101.5% |
| 5Y | +91.4% | -11.5% | +102.9% | +79.6% |
| 10Y | +204.3% | +27.9% | +176.4% | +125.2% |
| All | +869.8% | +156.5% | +713.2% | +364.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling