+343.4%
EWJ vs IAG
+377.5%
-34.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +3.3% | +28.9% | -25.6% | +1.1% |
| 3M | +5.0% | +19.1% | -14.2% | +3.3% |
| 6M | +11.5% | -10.3% | +21.8% | +11.8% |
| YTD | +22.4% | +24.2% | -1.8% | +19.3% |
| 1Y | +30.2% | +116.5% | -86.3% | +21.5% |
| 3Y | +72.8% | +742.8% | -670.0% | +43.2% |
| 5Y | +54.1% | +753.3% | -699.2% | +24.2% |
| 10Y | +140.6% | +403.2% | -262.6% | +90.0% |
| All | +343.4% | +377.5% | -34.0% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling