+303.5%
EWY vs IWF
+422.7%
-119.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +2.6% |
| 7D | -0.1% | -0.9% | +0.8% | +0.8% |
| 30D | +7.3% | -1.7% | +9.0% | +9.1% |
| 3M | -5.1% | +0.7% | -5.8% | -4.6% |
| 6M | +42.1% | +8.6% | +33.5% | +36.4% |
| YTD | +94.1% | +3.5% | +90.6% | +93.5% |
| 1Y | +147.8% | +7.0% | +140.8% | +141.2% |
| 3Y | +222.9% | +76.3% | +146.6% | +109.5% |
| 5Y | +150.6% | +74.8% | +75.9% | +61.1% |
| All | +303.5% | +422.7% | -119.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling