+141.9%
EWJ vs IRM
+440.8%
-298.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.7% |
| 7D | +0.3% | -1.4% | +1.7% | +0.6% |
| 30D | +0.8% | -7.4% | +8.2% | +2.6% |
| 3M | +7.5% | -7.4% | +14.9% | +9.2% |
| 6M | +15.6% | +8.7% | +6.9% | +12.8% |
| YTD | +22.7% | +40.9% | -18.2% | +12.5% |
| 1Y | +26.4% | +20.5% | +5.9% | +19.9% |
| 3Y | +72.5% | +101.7% | -29.2% | +41.9% |
| 5Y | +52.4% | +197.7% | -145.2% | +13.2% |
| All | +141.9% | +440.8% | -298.9% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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