+206.0%
EWJ vs IBB
+584.7%
-378.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.9% | +2.5% |
| 7D | -1.5% | +2.7% | -4.2% | -2.5% |
| 30D | -6.5% | +6.3% | -12.9% | -8.8% |
| 3M | -5.6% | +11.1% | -16.7% | -9.8% |
| 6M | -0.3% | +29.2% | -29.5% | -10.6% |
| YTD | +13.9% | +30.2% | -16.3% | +1.7% |
| 1Y | +14.6% | +39.5% | -24.9% | -0.6% |
| 3Y | +66.6% | +92.3% | -25.7% | +26.0% |
| 5Y | +47.7% | +43.0% | +4.7% | +24.1% |
| 10Y | +126.0% | +137.1% | -11.1% | +49.6% |
| All | +206.0% | +584.7% | -378.7% | +10.9% |
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