+75.4%
IVV vs EWJ
+56.7%
+18.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | -5.0% | +2.3% | 0.0% |
| 30D | -5.4% | -10.2% | +4.9% | +0.2% |
| 3M | -4.1% | -7.2% | +3.2% | -0.2% |
| 6M | +0.7% | -3.2% | +3.9% | +2.1% |
| YTD | +8.7% | +9.9% | -1.2% | +2.1% |
| 1Y | +11.0% | +11.0% | 0.0% | +3.6% |
| 3Y | +75.4% | +57.3% | +18.1% | +33.7% |
| All | +75.4% | +56.7% | +18.7% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling