+753.8%
IWM vs EWY
+1,074.7%
-320.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | +1.4% | +4.2% | -2.8% | -0.5% |
| 30D | +2.3% | -10.7% | +12.9% | +6.5% |
| 3M | -8.3% | -20.1% | +11.8% | -0.6% |
| 6M | -1.3% | -24.3% | +23.0% | +5.3% |
| YTD | +13.5% | +46.9% | -33.4% | -13.6% |
| 1Y | +18.4% | +55.2% | -36.8% | -12.3% |
| 3Y | +69.6% | +157.0% | -87.3% | -2.6% |
| 5Y | +23.3% | +98.9% | -75.6% | -20.7% |
| 10Y | +147.0% | +226.3% | -79.3% | +24.4% |
| All | +753.8% | +1,074.7% | -320.9% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling