+248.8%
EW vs IVZ
+44.4%
+204.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.9% |
| 7D | +6.5% | -2.8% | +9.2% | +7.1% |
| 30D | +22.5% | -2.2% | +24.6% | +22.9% |
| 3M | +13.0% | -8.1% | +21.1% | +15.0% |
| 6M | +37.1% | +3.8% | +33.3% | +34.5% |
| YTD | +24.1% | +11.5% | +12.7% | +18.7% |
| 1Y | +24.2% | +23.7% | +0.5% | +15.4% |
| 3Y | +64.8% | +145.8% | -81.0% | +22.1% |
| 5Y | -7.4% | +36.1% | -43.6% | -20.8% |
| 10Y | +248.8% | +42.4% | +206.3% | +164.2% |
| All | +248.8% | +44.4% | +204.3% | +164.2% |
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 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