+303.5%
EWY vs IRM
+440.8%
-137.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.5% |
| 7D | -0.1% | -1.4% | +1.4% | +0.5% |
| 30D | +7.3% | -7.4% | +14.7% | +10.4% |
| 3M | -5.1% | -7.4% | +2.2% | -2.5% |
| 6M | +42.1% | +8.7% | +33.4% | +38.9% |
| YTD | +94.1% | +40.9% | +53.2% | +73.6% |
| 1Y | +147.8% | +20.5% | +127.3% | +132.6% |
| 3Y | +222.9% | +101.7% | +121.2% | +148.4% |
| 5Y | +150.6% | +197.7% | -47.0% | +65.9% |
| All | +303.5% | +440.8% | -137.3% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling