+66.9%
IYR vs EWJ
+144.4%
-77.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.6% |
| 7D | -1.4% | +0.3% | -1.6% | -1.5% |
| 30D | -2.7% | +0.8% | -3.5% | -3.2% |
| 3M | -2.1% | +7.5% | -9.6% | -7.1% |
| 6M | +3.6% | +15.6% | -12.0% | -6.7% |
| YTD | +8.1% | +22.7% | -14.6% | -6.9% |
| 1Y | +4.7% | +26.4% | -21.7% | -11.9% |
| 3Y | +29.1% | +72.5% | -43.4% | -15.3% |
| 5Y | +6.9% | +52.4% | -45.5% | -23.6% |
| All | +66.9% | +144.4% | -77.5% | -18.6% |
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