+142.3%
IEMG vs EWJ
+248.5%
-106.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | -0.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | +1.9% | +0.8% | +1.1% | +1.3% |
| 3M | +1.4% | +7.5% | -6.1% | -4.0% |
| 6M | +15.2% | +15.6% | -0.4% | +3.5% |
| YTD | +23.8% | +22.7% | +1.1% | +6.2% |
| 1Y | +30.7% | +26.4% | +4.2% | +9.4% |
| 3Y | +83.3% | +72.5% | +10.8% | +18.3% |
| 5Y | +48.8% | +52.4% | -3.7% | +5.4% |
| 10Y | +142.8% | +143.8% | -1.1% | +20.5% |
| All | +142.3% | +248.5% | -106.2% | -0.2% |
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 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