+808.3%
IWM vs EWY
+1,453.9%
-645.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -1.8% |
| 7D | +0.1% | +4.8% | -4.7% | -2.0% |
| 30D | -1.3% | +11.7% | -12.9% | -6.4% |
| 3M | +1.6% | -7.4% | +9.0% | +1.4% |
| 6M | +13.6% | +40.6% | -27.0% | -8.9% |
| YTD | +20.8% | +94.3% | -73.5% | -17.6% |
| 1Y | +26.4% | +164.3% | -137.9% | -25.8% |
| 3Y | +60.7% | +221.0% | -160.3% | -15.1% |
| 5Y | +38.2% | +139.1% | -100.9% | -16.8% |
| 10Y | +169.5% | +298.8% | -129.3% | +25.8% |
| All | +808.3% | +1,453.9% | -645.6% | +138.4% |
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