+314.0%
EWJ vs IAG
+303.8%
+10.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | +4.0% | -7.7% | +11.6% | +4.6% |
| 30D | -4.3% | +1.6% | -5.8% | -4.5% |
| 3M | -6.8% | -2.4% | -4.4% | -6.9% |
| 6M | -0.9% | -7.8% | +6.9% | -0.8% |
| YTD | +14.3% | +5.0% | +9.2% | +12.7% |
| 1Y | +15.3% | +25.7% | -10.4% | +12.1% |
| 3Y | +65.6% | +694.5% | -628.9% | +37.9% |
| 5Y | +47.5% | +421.7% | -374.2% | +23.2% |
| 10Y | +126.2% | +382.5% | -256.3% | +79.7% |
| All | +314.0% | +303.8% | +10.2% | +176.3% |
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 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