+148.1%
EWY vs IWD
+73.8%
+74.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.4% |
| 7D | +8.0% | -0.2% | +8.2% | +8.2% |
| 30D | +14.3% | -0.8% | +15.1% | +15.2% |
| 3M | +2.3% | +8.0% | -5.7% | -6.1% |
| 6M | +49.9% | +18.2% | +31.7% | +26.8% |
| YTD | +95.3% | +22.3% | +73.0% | +60.6% |
| 1Y | +161.7% | +28.9% | +132.8% | +104.8% |
| 3Y | +230.2% | +71.5% | +158.6% | +95.9% |
| 5Y | +148.1% | +73.6% | +74.5% | +46.4% |
| All | +148.1% | +73.8% | +74.3% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling