+63.9%
EWY vs IRE
-97.3%
+161.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.1% |
| 7D | -6.3% | -15.5% | +9.2% | -5.9% |
| 30D | -19.8% | -70.4% | +50.6% | -8.3% |
| 3M | -14.4% | -81.6% | +67.2% | +2.3% |
| 6M | -25.3% | -94.7% | +69.4% | -3.0% |
| YTD | +46.2% | -91.8% | +137.9% | +74.1% |
| 1Y | +58.3% | -97.6% | +155.8% | +99.2% |
| All | +63.9% | -97.3% | +161.2% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling