+1,462.4%
EWY vs IWF
+724.4%
+738.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | +8.0% | +1.5% | +6.5% | +6.4% |
| 30D | +14.3% | -1.3% | +15.6% | +16.0% |
| 3M | +2.3% | +0.1% | +2.2% | +3.6% |
| 6M | +49.9% | +10.3% | +39.6% | +39.9% |
| YTD | +95.3% | +4.2% | +91.2% | +93.0% |
| 1Y | +161.7% | +9.3% | +152.4% | +146.8% |
| 3Y | +230.2% | +79.3% | +150.8% | +83.7% |
| 5Y | +148.1% | +73.8% | +74.4% | +37.2% |
| 10Y | +293.2% | +410.9% | -117.7% | -36.9% |
| All | +1,462.4% | +724.4% | +738.0% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling