+1,244.2%
EWY vs IRM
+2,961.6%
-1,717.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +8.0% | +1.6% | +6.4% | +7.3% |
| 30D | +14.3% | -4.2% | +18.5% | +16.2% |
| 3M | +2.3% | -5.4% | +7.7% | +4.5% |
| 6M | +49.9% | +12.0% | +37.8% | +44.2% |
| YTD | +95.3% | +42.0% | +53.3% | +71.3% |
| 1Y | +161.7% | +29.9% | +131.9% | +136.2% |
| 3Y | +230.2% | +104.4% | +125.8% | +144.1% |
| 5Y | +148.1% | +191.0% | -42.9% | +56.3% |
| 10Y | +293.2% | +417.1% | -124.0% | +85.0% |
| All | +1,244.2% | +2,961.6% | -1,717.4% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling