+125.9%
EWJ vs IBB
+126.8%
-0.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +4.0% | -0.5% | +4.5% | +4.2% |
| 30D | -4.3% | +4.6% | -8.8% | -6.0% |
| 3M | -6.8% | +6.8% | -13.6% | -9.6% |
| 6M | -0.9% | +23.1% | -24.0% | -9.6% |
| YTD | +14.3% | +26.0% | -11.8% | +3.1% |
| 1Y | +15.3% | +30.4% | -15.1% | +2.5% |
| 3Y | +65.6% | +85.4% | -19.8% | +26.4% |
| 5Y | +47.5% | +39.7% | +7.7% | +24.2% |
| All | +125.9% | +126.8% | -0.8% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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