+1,452.6%
EWY vs IJH
+1,054.0%
+398.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +2.5% |
| 7D | -0.1% | -1.9% | +1.8% | +1.9% |
| 30D | +7.3% | -4.6% | +11.9% | +12.7% |
| 3M | -5.1% | -1.2% | -4.0% | -3.2% |
| 6M | +42.1% | +9.4% | +32.7% | +33.1% |
| YTD | +94.1% | +13.3% | +80.8% | +76.2% |
| 1Y | +147.8% | +13.4% | +134.4% | +124.4% |
| 3Y | +222.9% | +50.4% | +172.5% | +116.3% |
| 5Y | +150.6% | +49.0% | +101.7% | +65.4% |
| 10Y | +304.4% | +182.6% | +121.8% | +27.2% |
| All | +1,452.6% | +1,054.0% | +398.6% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling