+209.4%
IEFA vs EWJ
+241.0%
-31.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -2.4% | -1.5% | -0.9% | -1.3% |
| 30D | -2.1% | +0.2% | -2.3% | -2.3% |
| 3M | +5.5% | +8.6% | -3.1% | -1.5% |
| 6M | +8.1% | +12.1% | -4.0% | -1.7% |
| YTD | +11.9% | +20.1% | -8.2% | -3.8% |
| 1Y | +18.1% | +25.2% | -7.1% | -2.0% |
| 3Y | +65.5% | +70.8% | -5.3% | +5.4% |
| 5Y | +50.1% | +49.2% | +0.9% | +6.2% |
| 10Y | +144.2% | +138.6% | +5.6% | +21.1% |
| All | +209.4% | +241.0% | -31.5% | +27.9% |
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