+47.6%
EWJ vs IT
-42.2%
+89.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +4.0% | +1.1% | +2.9% | +3.8% |
| 30D | -4.3% | -1.8% | -2.4% | -4.3% |
| 3M | -6.8% | +4.8% | -11.6% | -7.9% |
| 6M | -0.9% | +33.0% | -33.9% | -6.1% |
| YTD | +14.3% | -23.8% | +38.1% | +19.6% |
| 1Y | +15.3% | -16.5% | +31.8% | +18.1% |
| 3Y | +65.6% | -53.6% | +119.3% | +93.8% |
| All | +47.6% | -42.2% | +89.8% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling