+11.3%
IVV vs EWJ
+13.2%
-1.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -0.6% | -2.4% | +1.8% | +0.6% |
| 30D | -3.7% | -7.6% | +4.0% | -0.1% |
| 3M | -2.7% | -5.9% | +3.2% | -0.1% |
| 6M | +2.2% | -1.5% | +3.7% | +2.7% |
| YTD | +10.9% | +12.6% | -1.7% | +3.3% |
| 1Y | +11.3% | +12.7% | -1.4% | +3.5% |
| All | +11.3% | +13.2% | -1.8% | +3.5% |
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