+156.3%
EWJ vs IDXX
+4,172.6%
-4,016.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.3% | -5.7% | +6.0% | +1.3% |
| 30D | +0.8% | -11.5% | +12.3% | +2.8% |
| 3M | +7.5% | -9.5% | +17.0% | +9.0% |
| 6M | +15.6% | -16.0% | +31.5% | +18.5% |
| YTD | +22.7% | -25.4% | +48.1% | +28.3% |
| 1Y | +26.4% | -21.8% | +48.2% | +30.7% |
| 3Y | +72.5% | +7.0% | +65.5% | +66.4% |
| 5Y | +52.4% | -26.0% | +78.4% | +53.6% |
| 10Y | +143.8% | +358.9% | -215.1% | +80.1% |
| All | +156.3% | +4,172.6% | -4,016.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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