+145.9%
EWJ vs IWD
+745.9%
-600.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +3.6% | +1.7% | +2.0% | +2.3% |
| 30D | -6.0% | +3.2% | -9.2% | -8.2% |
| 3M | -6.5% | +2.3% | -8.8% | -8.0% |
| 6M | -0.1% | +12.9% | -13.0% | -9.0% |
| YTD | +13.9% | +26.2% | -12.3% | -4.5% |
| 1Y | +13.1% | +28.3% | -15.1% | -6.3% |
| 3Y | +65.0% | +84.4% | -19.4% | +3.6% |
| 5Y | +47.0% | +73.0% | -26.0% | -3.7% |
| 10Y | +125.5% | +203.3% | -77.9% | -7.5% |
| All | +145.9% | +745.9% | -600.0% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling