+120.6%
IBM vs EWJ
+50.3%
+70.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.8% |
| 7D | +3.6% | +1.0% | +2.6% | +3.2% |
| 30D | +1.5% | +1.0% | +0.5% | +1.1% |
| 3M | -12.9% | +7.2% | -20.1% | -16.0% |
| 6M | -3.9% | +13.9% | -17.8% | -10.0% |
| YTD | -17.3% | +20.8% | -38.1% | -25.0% |
| 1Y | -5.0% | +26.4% | -31.4% | -15.7% |
| 3Y | +78.2% | +71.8% | +6.5% | +35.1% |
| 5Y | +120.6% | +49.9% | +70.8% | +72.3% |
| All | +120.6% | +50.3% | +70.3% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling