+138.7%
IAU vs EWJ
+47.6%
+91.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -3.4% | -1.5% | -1.9% | -2.9% |
| 30D | -1.1% | +0.2% | -1.3% | -1.2% |
| 3M | +5.8% | +8.6% | -2.8% | +3.3% |
| 6M | -16.9% | +12.1% | -29.1% | -19.5% |
| YTD | +0.1% | +20.1% | -20.0% | -4.3% |
| 1Y | +18.4% | +25.2% | -6.8% | +12.1% |
| 3Y | +123.6% | +70.8% | +52.8% | +97.4% |
| 5Y | +138.7% | +49.2% | +89.6% | +100.8% |
| All | +138.7% | +47.6% | +91.2% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling