-35.8%
EFX vs IVZ
+61.1%
-96.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -4.5% | -2.4% | -2.2% | -3.6% |
| 30D | -6.1% | +3.0% | -9.1% | -7.3% |
| 3M | +6.2% | +14.9% | -8.7% | -0.6% |
| 6M | -11.2% | +36.7% | -48.0% | -23.6% |
| YTD | -21.4% | +25.7% | -47.1% | -29.9% |
| 1Y | -34.3% | +47.7% | -82.0% | -45.9% |
| 3Y | -12.5% | +138.8% | -151.3% | -45.5% |
| All | -35.8% | +61.1% | -96.9% | -55.2% |
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 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