+143.5%
IWM vs EWJ
+126.4%
+17.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | +1.4% | +4.0% | -2.6% | -2.1% |
| 30D | +2.3% | -4.3% | +6.5% | +6.3% |
| 3M | -8.3% | -6.8% | -1.5% | -2.5% |
| 6M | -1.3% | -0.9% | -0.4% | -1.4% |
| YTD | +13.5% | +14.3% | -0.8% | -1.6% |
| 1Y | +18.4% | +15.3% | +3.1% | +1.7% |
| 3Y | +69.6% | +65.6% | +4.0% | -0.4% |
| 5Y | +23.3% | +47.5% | -24.2% | -18.5% |
| All | +143.5% | +126.4% | +17.2% | +7.0% |
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