+280.4%
EMR vs IVZ
+43.7%
+236.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -1.0% |
| 7D | +2.8% | +7.6% | -4.8% | -0.6% |
| 30D | +3.7% | +4.3% | -0.7% | +1.5% |
| 3M | +2.0% | -9.3% | +11.4% | +6.4% |
| 6M | +22.1% | +5.2% | +16.9% | +18.4% |
| YTD | +27.2% | +13.4% | +13.8% | +18.9% |
| 1Y | +32.0% | +25.4% | +6.6% | +17.7% |
| 3Y | +103.3% | +152.5% | -49.2% | +28.0% |
| 5Y | +88.2% | +36.7% | +51.5% | +50.6% |
| All | +280.4% | +43.7% | +236.7% | +166.3% |
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