+308.8%
EWY vs IWD
+195.0%
+113.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +1.0% |
| 7D | +6.7% | -1.2% | +7.8% | +7.9% |
| 30D | +17.0% | -1.6% | +18.6% | +18.8% |
| 3M | +3.7% | +7.0% | -3.4% | -3.0% |
| 6M | +42.5% | +17.0% | +25.5% | +23.7% |
| YTD | +96.2% | +21.6% | +74.6% | +64.8% |
| 1Y | +160.4% | +28.0% | +132.4% | +108.5% |
| 3Y | +231.7% | +70.6% | +161.1% | +102.8% |
| 5Y | +153.3% | +73.3% | +79.9% | +52.5% |
| 10Y | +308.8% | +200.5% | +108.3% | +45.7% |
| All | +308.8% | +195.0% | +113.8% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling