+155.0%
EWY vs IWD
+84.1%
+70.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +1.1% |
| 7D | -6.3% | +1.3% | -7.5% | -7.4% |
| 30D | -19.8% | +3.6% | -23.4% | -23.2% |
| 3M | -14.4% | +2.3% | -16.8% | -16.8% |
| 6M | -25.3% | +13.0% | -38.3% | -35.8% |
| YTD | +46.2% | +26.2% | +20.0% | +12.8% |
| 1Y | +58.3% | +30.5% | +27.8% | +18.3% |
| 3Y | +155.0% | +86.2% | +68.8% | +29.1% |
| All | +155.0% | +84.1% | +70.9% | +29.1% |
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