+15.9%
EWJ vs IRE
-98.1%
+114.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.4% | +14.7% | +0.9% |
| 7D | +4.0% | -31.8% | +35.8% | +5.5% |
| 30D | -4.3% | -71.8% | +67.5% | -0.5% |
| 3M | -6.8% | -88.9% | +82.1% | -0.1% |
| 6M | -0.9% | -95.4% | +94.5% | +6.8% |
| YTD | +14.3% | -94.2% | +108.5% | +20.0% |
| 1Y | +15.3% | -97.1% | +112.4% | +21.3% |
| All | +15.9% | -98.1% | +114.0% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling