+39.7%
EFX vs IVZ
+65.9%
-26.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -4.5% | -2.4% | -2.2% | -3.7% |
| 30D | -6.1% | +3.0% | -9.1% | -7.1% |
| 3M | +6.2% | +14.9% | -8.7% | +0.6% |
| 6M | -11.2% | +36.7% | -48.0% | -21.3% |
| YTD | -21.4% | +25.7% | -47.1% | -28.3% |
| 1Y | -34.3% | +47.7% | -82.0% | -43.7% |
| 3Y | -12.5% | +138.8% | -151.3% | -38.5% |
| 5Y | -35.6% | +62.1% | -97.7% | -49.9% |
| All | +39.7% | +65.9% | -26.2% | +2.0% |
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 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