+218.1%
EWY vs IWD
+203.9%
+14.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -10.2% | +1.6% | -11.8% | -11.4% |
| 30D | -21.5% | +3.6% | -25.1% | -24.0% |
| 3M | -14.7% | +2.0% | -16.7% | -16.3% |
| 6M | -26.8% | +13.1% | -39.9% | -34.7% |
| YTD | +43.2% | +26.2% | +17.0% | +16.2% |
| 1Y | +48.7% | +29.6% | +19.2% | +17.8% |
| 3Y | +147.9% | +84.3% | +63.6% | +41.0% |
| 5Y | +98.8% | +73.4% | +25.4% | +19.7% |
| All | +218.1% | +203.9% | +14.2% | +15.4% |
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