+72.5%
EWJ vs IOT
+23.8%
+48.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +0.3% | -4.5% | +4.8% | +0.7% |
| 30D | +0.8% | -2.4% | +3.2% | +0.9% |
| 3M | +7.5% | +19.0% | -11.5% | +5.5% |
| 6M | +15.6% | +19.6% | -4.0% | +12.9% |
| YTD | +22.7% | +8.3% | +14.5% | +20.6% |
| 1Y | +26.4% | -0.8% | +27.2% | +25.1% |
| 3Y | +72.5% | +24.4% | +48.1% | +62.1% |
| All | +72.5% | +23.8% | +48.7% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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