+148.7%
EWY vs ITW
+36.9%
+111.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.7% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | +7.3% | -8.3% | +15.6% | +11.6% |
| 3M | -5.1% | +6.0% | -11.2% | -8.6% |
| 6M | +42.1% | 0.0% | +42.1% | +40.9% |
| YTD | +94.1% | +10.2% | +83.9% | +84.0% |
| 1Y | +147.8% | +3.2% | +144.6% | +141.6% |
| 3Y | +222.9% | +21.0% | +201.9% | +186.3% |
| All | +148.7% | +36.9% | +111.9% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 5y: compounded portfolio wealth divided by compounded ITW 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…
5y analysis · Full analysis span regression · 6 months rolling