-25.6%
EFX vs IVZ
+56.4%
-82.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.6% |
| 7D | -8.6% | +0.6% | -9.3% | -8.8% |
| 30D | +0.1% | +4.0% | -3.9% | -0.8% |
| 3M | +3.8% | +18.2% | -14.3% | -0.3% |
| 6M | -13.5% | +32.8% | -46.3% | -20.5% |
| YTD | -17.7% | +28.7% | -46.4% | -22.1% |
| 1Y | -25.6% | +55.4% | -80.9% | -27.2% |
| All | -25.6% | +56.4% | -82.0% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling