+1,596.0%
IBM vs EWJ
+139.6%
+1,456.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | +4.0% | -2.4% | -0.4% |
| 30D | +9.2% | -4.3% | +13.5% | +11.4% |
| 3M | +4.9% | -6.8% | +11.7% | +8.3% |
| 6M | +16.8% | -0.9% | +17.7% | +16.1% |
| YTD | -14.3% | +14.3% | -28.5% | -21.0% |
| 1Y | -16.7% | +15.3% | -32.0% | -23.6% |
| 3Y | +82.2% | +65.6% | +16.6% | +38.5% |
| 5Y | +149.9% | +47.5% | +102.5% | +99.5% |
| 10Y | +142.6% | +126.2% | +16.4% | +59.3% |
| All | +1,596.0% | +139.6% | +1,456.4% | +792.0% |
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 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