+104.0%
EMR vs IVZ
+150.0%
-46.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +0.7% | +2.2% | -1.5% | -0.4% |
| 30D | +3.5% | -2.2% | +5.7% | +4.4% |
| 3M | +5.9% | -8.4% | +14.4% | +10.2% |
| 6M | +19.4% | +6.2% | +13.3% | +15.1% |
| YTD | +27.7% | +12.4% | +15.3% | +19.2% |
| 1Y | +30.9% | +26.0% | +4.9% | +15.8% |
| All | +104.0% | +150.0% | -46.0% | +29.5% |
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