+179.3%
IJH vs EWJ
+144.4%
+34.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -1.1% |
| 7D | -1.9% | +0.3% | -2.1% | -2.1% |
| 30D | -4.6% | +0.8% | -5.4% | -5.3% |
| 3M | -1.2% | +7.5% | -8.7% | -7.6% |
| 6M | +9.4% | +15.6% | -6.2% | -4.4% |
| YTD | +13.3% | +22.7% | -9.4% | -6.7% |
| 1Y | +13.4% | +26.4% | -13.0% | -9.3% |
| 3Y | +50.4% | +72.5% | -22.1% | -12.3% |
| 5Y | +49.0% | +52.4% | -3.5% | -2.0% |
| All | +179.3% | +144.4% | +34.8% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling