+230.2%
EWY vs IR
+8.4%
+221.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | +8.0% | +0.6% | +7.4% | +7.8% |
| 30D | +14.3% | -13.6% | +28.0% | +21.1% |
| 3M | +2.3% | +3.7% | -1.4% | +0.6% |
| 6M | +49.9% | -13.1% | +62.9% | +56.9% |
| YTD | +95.3% | -5.1% | +100.5% | +98.3% |
| 1Y | +161.7% | -6.5% | +168.2% | +166.2% |
| 3Y | +230.2% | +8.5% | +221.7% | +198.9% |
| All | +230.2% | +8.4% | +221.8% | +198.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling