+145.9%
EWJ vs IWD
+745.6%
-599.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.1% |
| 7D | -1.5% | +1.3% | -2.7% | -2.3% |
| 30D | -6.5% | +3.6% | -10.1% | -9.0% |
| 3M | -5.6% | +2.3% | -7.9% | -7.2% |
| 6M | -0.3% | +13.0% | -13.3% | -9.2% |
| YTD | +13.9% | +26.2% | -12.3% | -4.4% |
| 1Y | +14.6% | +30.5% | -15.9% | -6.3% |
| 3Y | +66.6% | +86.2% | -19.6% | +3.8% |
| 5Y | +47.7% | +72.9% | -25.2% | -3.2% |
| 10Y | +126.0% | +205.0% | -79.0% | -7.7% |
| All | +145.9% | +745.6% | -599.6% | -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