+953.6%
IGV vs EWJ
+266.2%
+687.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -3.3% | +2.9% | -6.2% | -5.3% |
| 30D | 0.0% | +1.1% | -1.1% | -0.9% |
| 3M | +7.3% | +7.1% | +0.2% | +1.6% |
| 6M | +16.7% | +16.2% | +0.5% | +3.4% |
| YTD | -2.8% | +22.0% | -24.8% | -17.4% |
| 1Y | -6.7% | +26.2% | -32.9% | -22.8% |
| 3Y | +41.1% | +73.5% | -32.3% | -8.6% |
| 5Y | +22.0% | +52.7% | -30.7% | -12.5% |
| 10Y | +357.9% | +138.5% | +219.4% | +140.3% |
| All | +953.6% | +266.2% | +687.3% | +246.2% |
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