+303.5%
EWY vs IT
+103.1%
+200.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.0% | +2.3% |
| 7D | -0.1% | -3.7% | +3.6% | +0.5% |
| 30D | +7.3% | +0.1% | +7.2% | +6.9% |
| 3M | -5.1% | +20.7% | -25.8% | -10.6% |
| 6M | +42.1% | +12.0% | +30.1% | +35.0% |
| YTD | +94.1% | -28.8% | +122.9% | +106.4% |
| 1Y | +147.8% | -25.5% | +173.3% | +158.4% |
| 3Y | +222.9% | -48.8% | +271.7% | +266.3% |
| 5Y | +150.6% | -42.7% | +193.4% | +167.7% |
| All | +303.5% | +103.1% | +200.4% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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