+49.2%
EWJ vs IVZ
+57.9%
-8.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | +0.2% | +2.5% | -2.3% | -0.6% |
| 3M | +8.6% | +17.1% | -8.5% | +3.6% |
| 6M | +12.1% | +35.1% | -23.0% | +2.5% |
| YTD | +20.1% | +24.3% | -4.2% | +12.0% |
| 1Y | +25.2% | +48.7% | -23.5% | +10.8% |
| 3Y | +70.8% | +135.6% | -64.9% | +28.8% |
| 5Y | +49.2% | +60.3% | -11.2% | +20.8% |
| All | +49.2% | +57.9% | -8.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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