+154.7%
EWJ vs IRM
+11,104.0%
-10,949.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | +2.9% | +1.6% | +1.2% | +2.5% |
| 30D | +1.1% | -4.2% | +5.3% | +1.9% |
| 3M | +7.1% | -5.4% | +12.5% | +8.1% |
| 6M | +16.2% | +12.0% | +4.2% | +13.1% |
| YTD | +22.0% | +42.0% | -20.1% | +12.9% |
| 1Y | +26.2% | +29.9% | -3.7% | +18.7% |
| 3Y | +73.5% | +104.4% | -30.9% | +46.7% |
| 5Y | +52.7% | +191.0% | -138.3% | +18.9% |
| 10Y | +138.5% | +417.1% | -278.6% | +59.9% |
| All | +154.7% | +11,104.0% | -10,949.3% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling