+66.6%
EWJ vs IWD
+84.1%
-17.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +1.7% |
| 7D | -1.5% | +1.3% | -2.7% | -2.5% |
| 30D | -6.5% | +3.6% | -10.1% | -9.5% |
| 3M | -5.6% | +2.3% | -7.9% | -7.6% |
| 6M | -0.3% | +13.0% | -13.3% | -11.3% |
| YTD | +13.9% | +26.2% | -12.3% | -8.2% |
| 1Y | +14.6% | +30.5% | -15.9% | -10.4% |
| 3Y | +66.6% | +86.2% | -19.6% | -0.7% |
| All | +66.6% | +84.1% | -17.5% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling