+126.0%
EWJ vs IP
+31.6%
+94.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.8% | +3.0% |
| 7D | -1.5% | -3.0% | +1.6% | -0.7% |
| 30D | -6.5% | +10.6% | -17.1% | -8.8% |
| 3M | -5.6% | -13.6% | +8.0% | -2.5% |
| 6M | -0.3% | +10.4% | -10.7% | -3.6% |
| YTD | +13.9% | -6.5% | +20.4% | +13.8% |
| 1Y | +14.6% | -2.1% | +16.7% | +13.0% |
| 3Y | +66.6% | +22.0% | +44.6% | +49.3% |
| 5Y | +47.7% | -9.7% | +57.4% | +42.1% |
| 10Y | +126.0% | +26.8% | +99.2% | +91.5% |
| All | +126.0% | +31.6% | +94.4% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling