+271.2%
EW vs IVZ
+43.7%
+227.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.7% |
| 7D | +4.9% | +7.6% | -2.7% | +2.9% |
| 30D | +23.9% | +4.3% | +19.6% | +22.4% |
| 3M | +15.8% | -9.3% | +25.1% | +18.3% |
| 6M | +31.7% | +5.2% | +26.4% | +28.7% |
| YTD | +25.7% | +13.4% | +12.2% | +19.6% |
| 1Y | +24.4% | +25.4% | -0.9% | +15.2% |
| 3Y | +65.9% | +152.5% | -86.6% | +21.9% |
| 5Y | -7.6% | +36.7% | -44.3% | -21.0% |
| All | +271.2% | +43.7% | +227.6% | +185.3% |
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