+125.9%
EWJ vs IWD
+203.0%
-77.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +4.0% | +2.3% | +1.7% | +2.3% |
| 30D | -4.3% | +3.6% | -7.8% | -6.6% |
| 3M | -6.8% | +2.2% | -9.0% | -8.1% |
| 6M | -0.9% | +13.0% | -13.9% | -9.1% |
| YTD | +14.3% | +26.5% | -12.2% | -3.0% |
| 1Y | +15.3% | +30.1% | -14.8% | -4.0% |
| 3Y | +65.6% | +84.9% | -19.2% | +8.7% |
| 5Y | +47.5% | +73.4% | -25.9% | +0.6% |
| All | +125.9% | +203.0% | -77.1% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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