+1,116.1%
EWY vs IWD
+749.4%
+366.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +5.7% |
| 7D | -2.8% | -0.6% | -2.3% | -1.8% |
| 30D | -13.1% | +3.6% | -16.7% | -16.3% |
| 3M | -11.6% | +2.7% | -14.3% | -14.1% |
| 6M | -23.4% | +13.2% | -36.6% | -32.8% |
| YTD | +52.0% | +26.8% | +25.3% | +18.9% |
| 1Y | +58.6% | +29.3% | +29.3% | +21.4% |
| 3Y | +163.3% | +85.1% | +78.2% | +34.4% |
| 5Y | +108.7% | +74.2% | +34.5% | +13.3% |
| 10Y | +237.8% | +204.6% | +33.2% | -6.3% |
| All | +1,116.1% | +749.4% | +366.6% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling