+1,403.8%
EWY vs IJR
+1,119.4%
+284.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.4% |
| 7D | +1.2% | -2.3% | +3.5% | +3.4% |
| 30D | +9.3% | -4.7% | +14.0% | +14.2% |
| 3M | +2.4% | +2.1% | +0.3% | +1.3% |
| 6M | +40.3% | +13.9% | +26.4% | +27.6% |
| YTD | +88.0% | +18.2% | +69.8% | +65.8% |
| 1Y | +143.8% | +21.8% | +122.0% | +109.0% |
| 3Y | +217.8% | +52.2% | +165.6% | +117.7% |
| 5Y | +142.7% | +40.1% | +102.6% | +74.8% |
| 10Y | +291.7% | +169.7% | +122.0% | +39.8% |
| All | +1,403.8% | +1,119.4% | +284.4% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling