+58.7%
EWJ vs IOT
+55.2%
+3.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.8% | -0.6% |
| 7D | +1.0% | +5.1% | -4.1% | +0.5% |
| 30D | +1.0% | -3.0% | +4.0% | +1.2% |
| 3M | +7.2% | +15.0% | -7.7% | +5.3% |
| 6M | +13.9% | +13.1% | +0.7% | +11.6% |
| YTD | +20.8% | +9.0% | +11.8% | +18.2% |
| 1Y | +26.4% | +0.1% | +26.2% | +24.5% |
| 3Y | +71.8% | +26.4% | +45.3% | +60.7% |
| All | +58.7% | +55.2% | +3.4% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling