+699.9%
IYR vs EWJ
+158.9%
+541.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -0.4% | +2.9% | -3.3% | -2.1% |
| 30D | -2.5% | +1.1% | -3.6% | -3.2% |
| 3M | +1.5% | +7.1% | -5.7% | -3.5% |
| 6M | +3.9% | +16.2% | -12.3% | -6.4% |
| YTD | +9.5% | +22.0% | -12.5% | -4.6% |
| 1Y | +7.5% | +26.2% | -18.8% | -8.6% |
| 3Y | +30.8% | +73.5% | -42.7% | -10.6% |
| 5Y | +4.8% | +52.7% | -47.9% | -22.7% |
| 10Y | +64.3% | +138.5% | -74.2% | -8.7% |
| All | +699.9% | +158.9% | +541.0% | +245.3% |
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