+143.8%
IBM vs EWJ
+144.4%
-0.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +2.6% |
| 7D | +3.6% | +0.3% | +3.3% | +3.4% |
| 30D | +3.1% | +0.8% | +2.3% | +2.5% |
| 3M | -10.8% | +7.5% | -18.3% | -15.8% |
| 6M | -0.8% | +15.6% | -16.4% | -11.2% |
| YTD | -16.2% | +22.7% | -38.9% | -28.4% |
| 1Y | -2.9% | +26.4% | -29.3% | -18.8% |
| 3Y | +79.8% | +72.5% | +7.3% | +16.9% |
| 5Y | +124.9% | +52.4% | +72.4% | +61.7% |
| All | +143.8% | +144.4% | -0.6% | +17.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling