+228.4%
EWY vs IWD
+73.1%
+155.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.5% |
| 7D | +4.8% | -0.3% | +5.1% | +5.1% |
| 30D | +11.7% | +0.6% | +11.1% | +10.6% |
| 3M | -7.4% | +7.2% | -14.6% | -15.2% |
| 6M | +40.6% | +16.2% | +24.4% | +17.6% |
| YTD | +94.3% | +23.3% | +70.9% | +53.9% |
| 1Y | +164.3% | +29.6% | +134.7% | +99.8% |
| All | +228.4% | +73.1% | +155.3% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling