+1,428.5%
IBKR vs EWJ
+138.9%
+1,289.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +0.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.6% |
| 30D | -0.2% | +0.8% | -1.0% | -0.7% |
| 3M | +3.0% | +7.5% | -4.5% | -2.7% |
| 6M | +33.9% | +15.6% | +18.3% | +19.7% |
| YTD | +42.5% | +22.7% | +19.8% | +21.7% |
| 1Y | +44.9% | +26.4% | +18.4% | +20.8% |
| 3Y | +293.0% | +72.5% | +220.5% | +153.2% |
| 5Y | +497.7% | +52.4% | +445.2% | +322.8% |
| 10Y | +1,004.4% | +143.8% | +860.6% | +443.0% |
| All | +1,428.5% | +138.9% | +1,289.6% | +583.7% |
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