+154.7%
EWJ vs IVZ
+923.5%
-768.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | +2.9% | +1.1% | +1.8% | +2.6% |
| 30D | +1.1% | +3.1% | -2.0% | +0.3% |
| 3M | +7.1% | +18.2% | -11.1% | +2.3% |
| 6M | +16.2% | +38.6% | -22.4% | +6.3% |
| YTD | +22.0% | +25.9% | -3.9% | +14.1% |
| 1Y | +26.2% | +51.7% | -25.5% | +12.3% |
| 3Y | +73.5% | +138.7% | -65.2% | +33.9% |
| 5Y | +52.7% | +62.8% | -10.1% | +26.7% |
| 10Y | +138.5% | +60.9% | +77.6% | +81.9% |
| All | +154.7% | +923.5% | -768.8% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling