+303.5%
EWY vs IJH
+184.0%
+119.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +2.6% |
| 7D | -0.1% | -1.9% | +1.8% | +1.5% |
| 30D | +7.3% | -4.6% | +11.9% | +11.8% |
| 3M | -5.1% | -1.2% | -4.0% | -3.5% |
| 6M | +42.1% | +9.4% | +32.7% | +35.0% |
| YTD | +94.1% | +13.3% | +80.8% | +80.1% |
| 1Y | +147.8% | +13.4% | +134.4% | +129.6% |
| 3Y | +222.9% | +50.4% | +172.5% | +138.1% |
| 5Y | +150.6% | +49.0% | +101.7% | +84.2% |
| All | +303.5% | +184.0% | +119.5% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling