+164.3%
EWY vs IJH
+18.2%
+146.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.3% |
| 7D | +4.8% | +0.1% | +4.7% | +4.6% |
| 30D | +11.7% | -1.5% | +13.2% | +15.4% |
| 3M | -7.4% | +0.8% | -8.2% | -6.9% |
| 6M | +40.6% | +7.6% | +33.0% | +27.6% |
| YTD | +94.3% | +15.5% | +78.8% | +67.3% |
| 1Y | +164.3% | +16.9% | +147.4% | +126.1% |
| All | +164.3% | +18.2% | +146.1% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling