+990.2%
IBKR vs EWJ
+144.4%
+845.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +0.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.6% |
| 30D | -0.2% | +0.8% | -1.0% | -0.8% |
| 3M | +3.0% | +7.5% | -4.5% | -3.4% |
| 6M | +33.9% | +15.6% | +18.3% | +18.1% |
| YTD | +42.5% | +22.7% | +19.8% | +19.4% |
| 1Y | +44.9% | +26.4% | +18.4% | +18.2% |
| 3Y | +293.0% | +72.5% | +220.5% | +139.4% |
| 5Y | +497.7% | +52.4% | +445.2% | +310.2% |
| All | +990.2% | +144.4% | +845.8% | +390.0% |
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