+6.5%
IYR vs EWJ
+50.5%
-44.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.3% |
| 7D | -1.4% | +0.3% | -1.6% | -1.5% |
| 30D | -2.7% | +0.8% | -3.5% | -3.1% |
| 3M | -2.1% | +7.5% | -9.6% | -6.0% |
| 6M | +3.6% | +15.6% | -12.0% | -4.6% |
| YTD | +8.1% | +22.7% | -14.6% | -4.0% |
| 1Y | +4.7% | +26.4% | -21.7% | -8.8% |
| 3Y | +29.1% | +72.5% | -43.4% | -9.7% |
| All | +6.5% | +50.5% | -44.0% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling