+226.6%
EWJ vs INDA
+109.8%
+116.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +1.0% | -2.6% | +3.6% | +2.1% |
| 30D | +1.0% | -2.9% | +3.9% | +2.3% |
| 3M | +7.2% | +2.4% | +4.9% | +6.2% |
| 6M | +13.9% | -2.6% | +16.5% | +15.2% |
| YTD | +20.8% | -10.0% | +30.7% | +26.2% |
| 1Y | +26.4% | -7.7% | +34.0% | +30.6% |
| 3Y | +71.8% | +8.9% | +62.9% | +65.9% |
| 5Y | +49.9% | +6.0% | +43.9% | +45.9% |
| 10Y | +140.0% | +84.4% | +55.6% | +83.2% |
| All | +226.6% | +109.8% | +116.8% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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