+28.1%
IYR vs EWJ
+69.3%
-41.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | -2.8% | -1.5% | -1.3% | -2.3% |
| 30D | -2.5% | +0.2% | -2.7% | -2.6% |
| 3M | -3.0% | +8.6% | -11.5% | -6.2% |
| 6M | +1.6% | +12.1% | -10.5% | -3.3% |
| YTD | +7.3% | +20.1% | -12.8% | -1.1% |
| 1Y | +5.6% | +25.2% | -19.6% | -4.5% |
| All | +28.1% | +69.3% | -41.2% | -4.4% |
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