+125.9%
EWJ vs IP
+20.8%
+105.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | -4.3% | +7.9% | -12.2% | -6.1% |
| 3M | -6.8% | -15.3% | +8.5% | -3.3% |
| 6M | -0.9% | +10.5% | -11.4% | -4.2% |
| YTD | +14.3% | -9.4% | +23.6% | +15.0% |
| 1Y | +15.3% | -4.6% | +19.9% | +14.4% |
| 3Y | +65.6% | +21.2% | +44.4% | +48.4% |
| 5Y | +47.5% | -13.3% | +60.8% | +43.3% |
| All | +125.9% | +20.8% | +105.1% | +92.1% |
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