+313.7%
IVV vs EWJ
+137.9%
+175.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +0.5% | +2.9% | -2.4% | -1.7% |
| 30D | -1.0% | +1.1% | -2.1% | -1.9% |
| 3M | +3.9% | +7.1% | -3.3% | -1.9% |
| 6M | +14.5% | +16.2% | -1.7% | +1.1% |
| YTD | +12.9% | +22.0% | -9.1% | -4.6% |
| 1Y | +19.4% | +26.2% | -6.8% | -2.1% |
| 3Y | +78.8% | +73.5% | +5.3% | +9.7% |
| 5Y | +82.2% | +52.7% | +29.5% | +24.5% |
| 10Y | +313.7% | +138.5% | +175.2% | +92.6% |
| All | +313.7% | +137.9% | +175.7% | +92.6% |
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