+208.1%
EWJ vs IBB
+580.2%
-372.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -1.9% | -1.4% | -0.5% | -1.2% |
| 30D | -5.3% | +6.8% | -12.1% | -7.9% |
| 3M | -4.3% | +9.2% | -13.5% | -8.0% |
| 6M | +0.4% | +28.3% | -28.0% | -9.8% |
| YTD | +14.7% | +29.4% | -14.7% | +2.7% |
| 1Y | +14.7% | +33.2% | -18.4% | +1.5% |
| 3Y | +66.2% | +90.2% | -24.0% | +26.3% |
| 5Y | +50.2% | +44.0% | +6.2% | +25.9% |
| 10Y | +127.1% | +133.1% | -6.0% | +51.4% |
| All | +208.1% | +580.2% | -372.1% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling