+19.9%
IJR vs EWJ
+26.9%
-7.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.5% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -4.6% | +0.8% | -5.4% | -5.0% |
| 3M | +0.2% | +7.5% | -7.3% | -3.6% |
| 6M | +14.7% | +15.6% | -0.9% | +5.6% |
| YTD | +18.9% | +22.7% | -3.9% | +3.9% |
| 1Y | +19.9% | +26.4% | -6.5% | +2.1% |
| All | +19.9% | +26.9% | -7.0% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling