+222.9%
EWY vs IJR
+52.1%
+170.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +2.8% |
| 7D | -0.1% | -2.2% | +2.1% | +1.8% |
| 30D | +7.3% | -4.6% | +11.9% | +11.7% |
| 3M | -5.1% | +0.2% | -5.4% | -4.7% |
| 6M | +42.1% | +14.7% | +27.3% | +31.1% |
| YTD | +94.1% | +18.9% | +75.3% | +75.7% |
| 1Y | +147.8% | +19.9% | +127.9% | +122.8% |
| 3Y | +222.9% | +53.0% | +169.9% | +145.1% |
| All | +222.9% | +52.1% | +170.9% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling