+62.1%
EMR vs IVZ
+140.4%
-78.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | +3.1% | +1.1% | +2.0% | +2.5% |
| 30D | -3.5% | +3.1% | -6.6% | -5.0% |
| 3M | +9.8% | +18.2% | -8.4% | +0.8% |
| 6M | +10.8% | +38.6% | -27.8% | -6.0% |
| YTD | +15.9% | +25.9% | -10.0% | +2.8% |
| 1Y | +16.4% | +51.7% | -35.2% | -5.4% |
| 3Y | +62.1% | +138.7% | -76.6% | +2.0% |
| All | +62.1% | +140.4% | -78.3% | +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 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