+859.8%
IAU vs EWJ
+226.9%
+633.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +0.7% | +2.9% | -2.1% | +0.4% |
| 30D | +0.3% | +1.1% | -0.8% | +0.2% |
| 3M | +0.7% | +7.1% | -6.4% | -0.1% |
| 6M | -15.5% | +16.2% | -31.7% | -17.0% |
| YTD | +1.0% | +22.0% | -21.0% | -1.3% |
| 1Y | +19.6% | +26.2% | -6.6% | +16.5% |
| 3Y | +125.4% | +73.5% | +52.0% | +112.3% |
| 5Y | +140.7% | +52.7% | +88.1% | +128.3% |
| 10Y | +218.1% | +138.5% | +79.6% | +188.9% |
| All | +859.8% | +226.9% | +633.0% | +722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling