+856.1%
EEM vs IVZ
+556.5%
+299.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.1% |
| 7D | +3.1% | +1.1% | +2.0% | +2.6% |
| 30D | +4.9% | +3.1% | +1.8% | +3.4% |
| 3M | +5.2% | +18.2% | -12.9% | -2.2% |
| 6M | +20.7% | +38.6% | -17.9% | +4.8% |
| YTD | +26.5% | +25.9% | +0.6% | +13.5% |
| 1Y | +37.8% | +51.7% | -13.8% | +14.1% |
| 3Y | +91.0% | +138.7% | -47.7% | +24.3% |
| 5Y | +47.0% | +62.8% | -15.8% | +7.3% |
| 10Y | +125.6% | +60.9% | +64.7% | +43.0% |
| All | +856.1% | +556.5% | +299.6% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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