+1,244.2%
EWY vs IYR
+699.9%
+544.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +8.0% | -0.4% | +8.4% | +8.3% |
| 30D | +14.3% | -2.5% | +16.9% | +16.2% |
| 3M | +2.3% | +1.5% | +0.8% | +0.4% |
| 6M | +49.9% | +3.9% | +46.0% | +44.9% |
| YTD | +95.3% | +9.5% | +85.8% | +82.5% |
| 1Y | +161.7% | +7.5% | +154.3% | +147.1% |
| 3Y | +230.2% | +30.8% | +199.4% | +171.8% |
| 5Y | +148.1% | +4.8% | +143.3% | +133.0% |
| 10Y | +293.2% | +64.3% | +228.8% | +168.6% |
| All | +1,244.2% | +699.9% | +544.3% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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