+72.4%
IBM vs EWJ
+73.3%
-0.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.3% | +2.9% | -2.6% | -0.6% |
| 30D | -1.5% | +1.1% | -2.6% | -1.9% |
| 3M | -16.8% | +7.1% | -23.9% | -19.2% |
| 6M | -9.0% | +16.2% | -25.2% | -14.9% |
| YTD | -20.1% | +22.0% | -42.0% | -27.1% |
| 1Y | -7.0% | +26.2% | -33.2% | -16.5% |
| 3Y | +72.4% | +73.5% | -1.1% | +37.2% |
| All | +72.4% | +73.3% | -0.9% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling