+212.8%
EWY vs IT
-51.9%
+264.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.2% |
| 7D | +1.2% | -12.7% | +13.9% | +1.0% |
| 30D | +9.3% | -8.9% | +18.2% | +9.1% |
| 3M | +2.4% | +10.1% | -7.7% | +3.4% |
| 6M | +40.3% | +7.3% | +33.0% | +41.8% |
| YTD | +88.0% | -32.4% | +120.4% | +102.1% |
| 1Y | +143.8% | -26.6% | +170.5% | +157.1% |
| All | +212.8% | -51.9% | +264.7% | +257.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling