+910.6%
EWY vs IT
+1,452.7%
-542.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +4.2% | +1.1% | +3.1% | +3.9% |
| 30D | -10.7% | -1.8% | -8.8% | -11.0% |
| 3M | -20.1% | +4.8% | -24.9% | -22.9% |
| 6M | -24.3% | +33.0% | -57.3% | -34.7% |
| YTD | +46.9% | -23.8% | +70.7% | +48.1% |
| 1Y | +55.2% | -16.5% | +71.7% | +51.4% |
| 3Y | +157.0% | -53.6% | +210.6% | +195.5% |
| 5Y | +98.9% | -42.1% | +141.0% | +106.8% |
| 10Y | +226.3% | +90.1% | +136.2% | +109.5% |
| All | +910.6% | +1,452.7% | -542.1% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling