+117.9%
EWY vs IRE
-84.4%
+202.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +14.0% | -9.4% | +2.7% |
| 7D | +4.8% | +54.8% | -50.0% | -1.6% |
| 30D | +11.7% | +18.4% | -6.7% | +7.6% |
| 3M | -7.4% | -66.7% | +59.3% | -1.0% |
| 6M | +40.6% | -52.3% | +92.9% | +39.6% |
| YTD | +94.3% | -52.3% | +146.6% | +89.4% |
| All | +117.9% | -84.4% | +202.3% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling