+138.6%
EWJ vs IT
+539.7%
-401.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 6M | -0.9% | +33.0% | -33.9% | -7.5% |
| YTD | +14.3% | -23.8% | +38.1% | +16.0% |
| 1Y | +15.3% | -16.5% | +31.8% | +15.1% |
| 3Y | +65.6% | -53.6% | +119.3% | +80.5% |
| 5Y | +47.5% | -42.1% | +89.6% | +52.8% |
| 10Y | +126.2% | +90.1% | +36.1% | +86.0% |
| All | +138.6% | +539.7% | -401.0% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling