+166.4%
IWM vs EWY
+311.4%
-145.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -1.0% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -4.6% | +7.3% | -11.9% | -8.0% |
| 3M | -0.3% | -5.1% | +4.9% | -0.7% |
| 6M | +14.7% | +42.1% | -27.3% | -11.1% |
| YTD | +17.8% | +94.1% | -76.3% | -24.8% |
| 1Y | +21.2% | +147.8% | -126.6% | -33.5% |
| 3Y | +62.3% | +222.9% | -160.6% | -25.6% |
| 5Y | +38.7% | +150.6% | -111.9% | -26.8% |
| All | +166.4% | +311.4% | -145.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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