+69.6%
IWM vs EWY
+158.1%
-88.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | +1.4% | +4.2% | -2.8% | +0.3% |
| 30D | +2.3% | -10.7% | +12.9% | +4.9% |
| 3M | -8.3% | -20.1% | +11.8% | -3.6% |
| 6M | -1.3% | -24.3% | +23.0% | +2.8% |
| YTD | +13.5% | +46.9% | -33.4% | -12.1% |
| 1Y | +18.4% | +55.2% | -36.8% | -10.8% |
| 3Y | +69.6% | +157.0% | -87.3% | -4.0% |
| All | +69.6% | +158.1% | -88.5% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling