+141.9%
EWJ vs IT
+103.1%
+38.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +1.3% |
| 7D | +0.3% | -3.7% | +3.9% | +0.9% |
| 30D | +0.8% | +0.1% | +0.7% | +0.5% |
| 3M | +7.5% | +20.7% | -13.2% | +2.4% |
| 6M | +15.6% | +12.0% | +3.6% | +10.9% |
| YTD | +22.7% | -28.8% | +51.5% | +29.2% |
| 1Y | +26.4% | -25.5% | +51.9% | +31.0% |
| 3Y | +72.5% | -48.8% | +121.3% | +92.0% |
| 5Y | +52.4% | -42.7% | +95.2% | +61.8% |
| All | +141.9% | +103.1% | +38.8% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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