+136.7%
EWJ vs IBN
+316.4%
-179.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.5% | -5.5% | +4.0% | -0.2% |
| 30D | +0.2% | -3.4% | +3.6% | +0.9% |
| 3M | +8.6% | +8.7% | -0.1% | +6.5% |
| 6M | +12.1% | +3.7% | +8.4% | +11.1% |
| YTD | +20.1% | -2.4% | +22.5% | +20.5% |
| 1Y | +25.2% | -8.1% | +33.3% | +27.0% |
| 3Y | +70.8% | +26.3% | +44.4% | +60.8% |
| 5Y | +49.2% | +54.9% | -5.8% | +33.4% |
| All | +136.7% | +316.4% | -179.7% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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