+24.0%
IWM vs EWY
+160.6%
-136.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | -1.1% | +6.7% | -7.8% | -2.4% |
| 30D | -3.1% | +17.0% | -20.1% | -6.2% |
| 3M | +2.2% | +3.7% | -1.4% | +0.2% |
| 6M | +15.1% | +42.5% | -27.4% | +2.5% |
| YTD | +18.6% | +96.2% | -77.7% | -4.3% |
| 1Y | +24.0% | +160.4% | -136.4% | -8.7% |
| All | +24.0% | +160.6% | -136.6% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling