+241.9%
EWY vs IR
+271.1%
-29.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | -4.5% | +4.4% | +1.6% |
| 30D | +7.3% | -13.9% | +21.2% | +13.3% |
| 3M | -5.1% | -0.3% | -4.8% | -5.3% |
| 6M | +42.1% | -14.3% | +56.4% | +50.0% |
| YTD | +94.1% | -7.9% | +102.0% | +99.2% |
| 1Y | +147.8% | -9.9% | +157.7% | +155.3% |
| 3Y | +222.9% | +6.5% | +216.4% | +205.9% |
| 5Y | +150.6% | +34.0% | +116.6% | +114.7% |
| All | +241.9% | +271.1% | -29.2% | +116.4% |
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