+52.4%
EFA vs IVZ
+57.9%
-5.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.4% | -2.4% | 0.0% | -1.7% |
| 30D | -2.2% | +2.5% | -4.7% | -3.0% |
| 3M | +5.7% | +17.1% | -11.4% | +0.5% |
| 6M | +8.2% | +35.1% | -27.0% | -1.6% |
| YTD | +11.8% | +24.3% | -12.5% | +3.7% |
| 1Y | +18.3% | +48.7% | -30.4% | +3.8% |
| 3Y | +64.9% | +135.6% | -70.7% | +20.5% |
| 5Y | +52.4% | +60.3% | -7.9% | +20.5% |
| All | +52.4% | +57.9% | -5.5% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling