+147.9%
EWY vs IR
+28.5%
+119.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -10.2% | +1.5% | -11.8% | -10.6% |
| 30D | -21.5% | +9.0% | -30.5% | -24.1% |
| 3M | -14.7% | -0.9% | -13.8% | -14.5% |
| 6M | -26.8% | +13.4% | -40.2% | -30.7% |
| YTD | +43.2% | +8.5% | +34.7% | +37.8% |
| 1Y | +48.7% | +11.3% | +37.5% | +41.9% |
| 3Y | +147.9% | +26.0% | +121.9% | +115.8% |
| All | +147.9% | +28.5% | +119.4% | +115.8% |
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