+141.9%
EWJ vs IWD
+203.8%
-61.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.6% |
| 7D | +0.3% | -0.8% | +1.1% | +0.9% |
| 30D | +0.8% | -0.8% | +1.6% | +1.4% |
| 3M | +7.5% | +6.9% | +0.6% | +2.5% |
| 6M | +15.6% | +18.3% | -2.7% | +2.8% |
| YTD | +22.7% | +22.4% | +0.4% | +6.7% |
| 1Y | +26.4% | +27.4% | -1.0% | +6.8% |
| 3Y | +72.5% | +71.2% | +1.4% | +19.4% |
| 5Y | +52.4% | +75.7% | -23.3% | +3.3% |
| All | +141.9% | +203.8% | -61.9% | +17.3% |
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