+831.8%
EWY vs IP
+154.4%
+677.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.0% | -9.5% | -11.9% |
| 7D | -18.6% | -5.0% | -13.7% | -16.9% |
| 30D | -29.4% | +6.5% | -35.9% | -31.3% |
| 3M | -22.2% | -18.0% | -4.1% | -16.0% |
| 6M | -24.1% | +10.3% | -34.4% | -28.1% |
| YTD | +35.4% | -9.9% | +45.3% | +37.3% |
| 1Y | +39.3% | -1.1% | +40.4% | +35.4% |
| 3Y | +137.0% | +13.0% | +124.0% | +104.6% |
| 5Y | +83.9% | -12.3% | +96.2% | +73.1% |
| 10Y | +192.4% | +26.8% | +165.6% | +117.1% |
| All | +831.8% | +154.4% | +677.4% | +348.0% |
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 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