+219.7%
IAU vs EWJ
+144.4%
+75.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -1.5% | +0.8% | -2.3% | -1.7% |
| 3M | +3.3% | +7.5% | -4.2% | +1.7% |
| 6M | -16.2% | +15.6% | -31.8% | -18.5% |
| YTD | +0.7% | +22.7% | -22.1% | -2.9% |
| 1Y | +19.2% | +26.4% | -7.2% | +14.5% |
| 3Y | +124.4% | +72.5% | +51.9% | +105.5% |
| 5Y | +140.0% | +52.4% | +87.6% | +119.7% |
| All | +219.7% | +144.4% | +75.2% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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