+62.4%
EWY vs IWD
+33.0%
+29.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -7.6% |
| 7D | -8.3% | +2.5% | -10.9% | -13.6% |
| 30D | -20.5% | +6.0% | -26.5% | -31.1% |
| 3M | -11.1% | +3.8% | -14.9% | -19.1% |
| 6M | -7.0% | +16.3% | -23.3% | -37.2% |
| YTD | +56.5% | +27.5% | +29.0% | -9.6% |
| 1Y | +62.4% | +32.8% | +29.6% | -10.3% |
| All | +62.4% | +33.0% | +29.4% | -10.3% |
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