+128.8%
EWJ vs IBN
+1,760.3%
-1,631.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.0% | +1.9% | +2.1% | +3.6% |
| 30D | -4.3% | +22.1% | -26.4% | -8.1% |
| 3M | -6.8% | +17.1% | -23.9% | -9.8% |
| 6M | -0.9% | +35.5% | -36.4% | -6.9% |
| YTD | +14.3% | +16.8% | -2.5% | +10.5% |
| 1Y | +15.3% | +12.4% | +2.9% | +12.3% |
| 3Y | +65.6% | +58.0% | +7.6% | +50.0% |
| 5Y | +47.5% | +73.7% | -26.3% | +30.3% |
| 10Y | +126.2% | +385.6% | -259.4% | +56.1% |
| All | +128.8% | +1,760.3% | -1,631.5% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling