+164.3%
EWY vs IWD
+30.5%
+133.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +6.1% |
| 7D | +4.8% | -0.3% | +5.1% | +5.4% |
| 30D | +11.7% | +0.6% | +11.1% | +9.7% |
| 3M | -7.4% | +7.2% | -14.6% | -22.3% |
| 6M | +40.6% | +16.2% | +24.4% | -1.8% |
| YTD | +94.3% | +23.3% | +70.9% | +27.7% |
| 1Y | +164.3% | +29.6% | +134.7% | +68.0% |
| All | +164.3% | +30.5% | +133.8% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling