+38.0%
IGV vs EWJ
+69.3%
-31.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -5.4% | -1.5% | -3.9% | -4.6% |
| 30D | -2.6% | +0.2% | -2.8% | -2.7% |
| 3M | +10.5% | +8.6% | +1.9% | +4.9% |
| 6M | +18.2% | +12.1% | +6.0% | +9.5% |
| YTD | -4.2% | +20.1% | -24.3% | -15.9% |
| 1Y | -9.8% | +25.2% | -35.0% | -23.3% |
| All | +38.0% | +69.3% | -31.3% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling