+65.6%
EWJ vs IBN
+57.3%
+8.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.0% | +1.9% | +2.1% | +3.4% |
| 30D | -4.3% | +22.1% | -26.4% | -9.7% |
| 3M | -6.8% | +17.1% | -23.9% | -11.1% |
| 6M | -0.9% | +35.5% | -36.4% | -9.7% |
| YTD | +14.3% | +16.8% | -2.5% | +8.4% |
| 1Y | +15.3% | +12.4% | +2.9% | +10.4% |
| 3Y | +65.6% | +58.0% | +7.6% | +52.0% |
| All | +65.6% | +57.3% | +8.3% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling