+1,124.6%
IJR vs EWJ
+161.5%
+963.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -2.3% | -1.5% | -0.8% | -1.3% |
| 30D | -4.7% | +0.2% | -4.9% | -4.9% |
| 3M | +2.1% | +8.6% | -6.5% | -4.0% |
| 6M | +13.9% | +12.1% | +1.7% | +4.3% |
| YTD | +18.2% | +20.1% | -1.9% | +3.0% |
| 1Y | +21.8% | +25.2% | -3.4% | +3.0% |
| 3Y | +52.2% | +70.8% | -18.6% | +2.8% |
| 5Y | +40.1% | +49.2% | -9.1% | +3.9% |
| 10Y | +169.7% | +138.6% | +31.1% | +48.7% |
| All | +1,124.6% | +161.5% | +963.0% | +449.2% |
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