+1,244.2%
EWY vs IT
+1,294.7%
-50.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +2.8% |
| 7D | +8.0% | -9.1% | +17.2% | +10.9% |
| 30D | +14.3% | -7.0% | +21.4% | +16.1% |
| 3M | +2.3% | +7.6% | -5.3% | -3.7% |
| 6M | +49.9% | +2.1% | +47.7% | +41.5% |
| YTD | +95.3% | -31.6% | +126.9% | +106.9% |
| 1Y | +161.7% | -29.9% | +191.6% | +172.6% |
| 3Y | +230.2% | -51.3% | +281.4% | +275.8% |
| 5Y | +148.1% | -44.8% | +192.9% | +164.8% |
| 10Y | +293.2% | +91.4% | +201.8% | +154.0% |
| All | +1,244.2% | +1,294.7% | -50.5% | +267.0% |
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