+1,045.0%
IJH vs EWJ
+161.5%
+883.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.5% |
| 7D | -2.5% | -1.5% | -1.0% | -1.5% |
| 30D | -5.0% | +0.2% | -5.2% | -5.2% |
| 3M | +0.5% | +8.6% | -8.1% | -5.3% |
| 6M | +8.2% | +12.1% | -3.9% | -0.5% |
| YTD | +12.5% | +20.1% | -7.6% | -1.6% |
| 1Y | +14.4% | +25.2% | -10.8% | -2.8% |
| 3Y | +49.5% | +70.8% | -21.3% | +1.7% |
| 5Y | +47.8% | +49.2% | -1.4% | +10.2% |
| 10Y | +180.4% | +138.6% | +41.8% | +56.1% |
| All | +1,045.0% | +161.5% | +883.5% | +424.0% |
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