+1,236.8%
EWY vs IP
+176.7%
+1,060.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.7% |
| 7D | +4.8% | -5.3% | +10.1% | +7.1% |
| 30D | +11.7% | -10.9% | +22.5% | +16.8% |
| 3M | -7.4% | +11.2% | -18.6% | -12.3% |
| 6M | +40.6% | -10.2% | +50.8% | +44.1% |
| YTD | +94.3% | -2.0% | +96.3% | +91.0% |
| 1Y | +164.3% | -19.1% | +183.4% | +177.8% |
| 3Y | +221.0% | +20.9% | +200.1% | +170.3% |
| 5Y | +139.1% | -17.8% | +156.9% | +132.3% |
| 10Y | +298.8% | +23.5% | +275.3% | +201.5% |
| All | +1,236.8% | +176.7% | +1,060.2% | +523.3% |
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 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