+242.1%
EWY vs IR
+288.5%
-46.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.1% |
| 7D | +4.8% | -2.8% | +7.6% | +5.9% |
| 30D | +11.7% | -15.1% | +26.8% | +18.5% |
| 3M | -7.4% | +6.1% | -13.5% | -9.5% |
| 6M | +40.6% | -16.8% | +57.4% | +49.8% |
| YTD | +94.3% | -3.5% | +97.8% | +96.0% |
| 1Y | +164.3% | -3.5% | +167.8% | +165.6% |
| 3Y | +221.0% | +9.5% | +211.5% | +201.0% |
| 5Y | +139.1% | +45.1% | +94.0% | +99.1% |
| All | +242.1% | +288.5% | -46.4% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling