+1,837.1%
EMR vs IVZ
+1,117.8%
+719.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -1.5% | +0.6% | -2.2% | -1.7% |
| 30D | -5.6% | +4.0% | -9.6% | -6.9% |
| 3M | +7.9% | +18.2% | -10.2% | +1.6% |
| 6M | +6.0% | +32.8% | -26.8% | -4.2% |
| YTD | +16.4% | +28.7% | -12.3% | +6.3% |
| 1Y | +16.6% | +55.4% | -38.8% | -0.3% |
| 3Y | +62.9% | +135.2% | -72.3% | +18.6% |
| 5Y | +60.1% | +64.2% | -4.1% | +28.0% |
| 10Y | +268.7% | +64.6% | +204.1% | +173.6% |
| All | +1,837.1% | +1,117.8% | +719.3% | +722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling