+393.0%
EFA vs IVZ
+135.1%
+257.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +1.2% | +1.1% | +0.1% | +0.8% |
| 30D | -0.7% | +3.1% | -3.8% | -1.8% |
| 3M | +6.4% | +18.2% | -11.8% | +0.1% |
| 6M | +11.4% | +38.6% | -27.2% | -0.9% |
| YTD | +14.0% | +25.9% | -11.9% | +4.2% |
| 1Y | +20.2% | +51.7% | -31.5% | +2.8% |
| 3Y | +68.2% | +138.7% | -70.5% | +18.7% |
| 5Y | +54.8% | +62.8% | -8.0% | +20.5% |
| 10Y | +142.4% | +60.9% | +81.5% | +69.2% |
| All | +393.0% | +135.1% | +257.9% | +124.1% |
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