+23.7%
EWJ vs IRE
-82.8%
+106.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.2% | -10.6% | -0.7% |
| 7D | +2.9% | +58.9% | -56.0% | +0.8% |
| 30D | +1.1% | +17.2% | -16.1% | -0.1% |
| 3M | +7.1% | -58.6% | +65.7% | +7.9% |
| 6M | +16.2% | -23.5% | +39.7% | +13.3% |
| YTD | +22.0% | -47.4% | +69.4% | +19.0% |
| All | +23.7% | -82.8% | +106.6% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling