+129.5%
EWJ vs IP
+162.1%
-32.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -5.0% | -5.1% | +0.1% | -3.7% |
| 30D | -10.2% | +8.5% | -18.7% | -12.2% |
| 3M | -7.2% | -13.8% | +6.6% | -3.9% |
| 6M | -3.2% | +5.7% | -8.9% | -5.6% |
| YTD | +9.9% | -9.1% | +19.0% | +10.5% |
| 1Y | +11.0% | -0.8% | +11.8% | +8.9% |
| 3Y | +57.3% | +14.8% | +42.5% | +43.7% |
| 5Y | +41.3% | -11.5% | +52.8% | +36.4% |
| 10Y | +117.5% | +27.9% | +89.6% | +81.3% |
| All | +129.5% | +162.1% | -32.6% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling