+1,453.9%
EWY vs IWD
+726.5%
+727.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.4% |
| 7D | +4.8% | -0.3% | +5.1% | +5.1% |
| 30D | +11.7% | +0.6% | +11.1% | +10.8% |
| 3M | -7.4% | +7.2% | -14.6% | -14.1% |
| 6M | +40.6% | +16.2% | +24.4% | +20.5% |
| YTD | +94.3% | +23.3% | +70.9% | +56.3% |
| 1Y | +164.3% | +29.6% | +134.7% | +101.4% |
| 3Y | +221.0% | +70.5% | +150.5% | +79.3% |
| 5Y | +139.1% | +73.5% | +65.6% | +30.1% |
| 10Y | +298.8% | +198.3% | +100.5% | +12.9% |
| All | +1,453.9% | +726.5% | +727.4% | +49.3% |
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 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