+40.0%
IWM vs EWY
+147.0%
-107.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +1.4% | +8.0% | -6.6% | -1.4% |
| 30D | -2.3% | +14.3% | -16.6% | -7.3% |
| 3M | +4.0% | +2.3% | +1.7% | +0.5% |
| 6M | +17.9% | +49.9% | -31.9% | -7.5% |
| YTD | +20.2% | +95.3% | -75.1% | -19.4% |
| 1Y | +25.0% | +161.7% | -136.8% | -29.6% |
| 3Y | +66.0% | +230.2% | -164.2% | -20.2% |
| 5Y | +40.0% | +148.1% | -108.1% | -20.6% |
| All | +40.0% | +147.0% | -107.0% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling