-13.0%
EFX vs IVZ
+132.2%
-145.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -11.1% | -2.4% | -8.7% | -10.4% |
| 30D | -7.4% | +2.5% | -9.9% | -8.2% |
| 3M | +1.5% | +17.1% | -15.6% | -4.7% |
| 6M | -13.7% | +35.1% | -48.8% | -23.7% |
| YTD | -21.9% | +24.3% | -46.2% | -28.6% |
| 1Y | -30.8% | +48.7% | -79.5% | -41.3% |
| All | -13.0% | +132.2% | -145.2% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling