+142.8%
EFA vs IVZ
+65.9%
+76.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | -1.7% | +3.0% | -4.7% | -2.6% |
| 3M | +3.5% | +14.9% | -11.4% | -0.9% |
| 6M | +9.5% | +36.7% | -27.3% | -0.6% |
| YTD | +12.9% | +25.7% | -12.8% | +4.6% |
| 1Y | +18.2% | +47.7% | -29.5% | +4.2% |
| 3Y | +64.8% | +138.8% | -74.0% | +22.1% |
| 5Y | +53.9% | +62.1% | -8.2% | +24.1% |
| All | +142.8% | +65.9% | +76.9% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling