+229.5%
EWY vs IWD
+203.0%
+26.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | +4.2% | +2.3% | +1.9% | +2.0% |
| 30D | -10.7% | +3.6% | -14.3% | -13.6% |
| 3M | -20.1% | +2.2% | -22.2% | -21.6% |
| 6M | -24.3% | +13.0% | -37.3% | -32.5% |
| YTD | +46.9% | +26.5% | +20.3% | +18.9% |
| 1Y | +55.2% | +30.1% | +25.0% | +22.4% |
| 3Y | +157.0% | +84.9% | +72.1% | +45.7% |
| 5Y | +98.9% | +73.4% | +25.5% | +19.8% |
| All | +229.5% | +203.0% | +26.5% | +17.9% |
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