+18.2%
EWJ vs IRE
-97.6%
+115.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.2% | +24.6% | +2.3% |
| 7D | -1.2% | -46.8% | +45.6% | +1.0% |
| 30D | -5.5% | -75.5% | +70.0% | -0.7% |
| 3M | -0.8% | -79.4% | +78.6% | +4.2% |
| 6M | +7.1% | -91.3% | +98.4% | +13.2% |
| YTD | +16.9% | -90.8% | +107.7% | +21.3% |
| 1Y | +18.2% | -97.7% | +115.9% | +23.1% |
| All | +18.2% | -97.6% | +115.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling