+808.3%
IWM vs EWJ
+166.5%
+641.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +0.1% | +2.5% | -2.4% | -1.7% |
| 30D | -1.3% | +3.3% | -4.5% | -3.6% |
| 3M | +1.6% | +5.0% | -3.4% | -2.3% |
| 6M | +13.6% | +11.5% | +2.0% | +4.2% |
| YTD | +20.8% | +22.4% | -1.6% | +3.2% |
| 1Y | +26.4% | +30.2% | -3.8% | +3.1% |
| 3Y | +60.7% | +72.8% | -12.1% | +5.6% |
| 5Y | +38.2% | +54.1% | -15.9% | -1.0% |
| 10Y | +169.5% | +140.6% | +28.9% | +43.4% |
| All | +808.3% | +166.5% | +641.7% | +284.3% |
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