+1,501.0%
IBM vs EWJ
+156.6%
+1,344.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -0.3% | +2.5% | -2.8% | -1.5% |
| 30D | +0.3% | +3.3% | -3.0% | -1.3% |
| 3M | -21.6% | +5.0% | -26.6% | -24.0% |
| 6M | -4.7% | +11.5% | -16.2% | -10.7% |
| YTD | -19.1% | +22.4% | -41.5% | -27.7% |
| 1Y | -2.5% | +30.2% | -32.7% | -15.5% |
| 3Y | +74.2% | +72.8% | +1.3% | +29.8% |
| 5Y | +113.1% | +54.1% | +59.0% | +66.8% |
| 10Y | +133.5% | +140.6% | -7.1% | +49.1% |
| All | +1,501.0% | +156.6% | +1,344.3% | +716.1% |
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