+158.6%
EWY vs IR
+332.9%
-174.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +4.2% | +2.5% | +1.7% | +3.2% |
| 30D | -10.7% | +9.2% | -19.8% | -13.5% |
| 3M | -20.1% | +0.9% | -21.0% | -20.4% |
| 6M | -24.3% | +19.2% | -43.5% | -29.2% |
| YTD | +46.9% | +7.5% | +39.4% | +42.3% |
| 1Y | +55.2% | +11.7% | +43.5% | +48.1% |
| 3Y | +157.0% | +23.9% | +133.0% | +130.5% |
| 5Y | +98.9% | +46.4% | +52.5% | +64.6% |
| All | +158.6% | +332.9% | -174.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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