+1,193.7%
EWY vs ITW
+1,367.3%
-173.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.5% |
| 7D | +1.2% | -2.4% | +3.6% | +2.8% |
| 30D | +9.3% | -9.5% | +18.8% | +16.6% |
| 3M | +2.4% | +6.6% | -4.2% | -2.6% |
| 6M | +40.3% | -1.8% | +42.0% | +40.8% |
| YTD | +88.0% | +9.0% | +79.0% | +75.8% |
| 1Y | +143.8% | +3.6% | +140.3% | +134.5% |
| 3Y | +217.8% | +19.4% | +198.3% | +172.4% |
| 5Y | +142.7% | +36.4% | +106.3% | +85.0% |
| 10Y | +291.7% | +190.0% | +101.7% | +62.6% |
| All | +1,193.7% | +1,367.3% | -173.6% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling