+141.9%
EWJ vs IAG
+427.6%
-285.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | +0.8% | +12.1% | -11.3% | -0.1% |
| 3M | +7.5% | +25.5% | -18.0% | +5.5% |
| 6M | +15.6% | -7.1% | +22.7% | +15.4% |
| YTD | +22.7% | +22.9% | -0.1% | +20.1% |
| 1Y | +26.4% | +83.3% | -56.9% | +20.4% |
| 3Y | +72.5% | +808.5% | -736.0% | +47.9% |
| 5Y | +52.4% | +838.0% | -785.5% | +27.9% |
| All | +141.9% | +427.6% | -285.7% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling