-29.4%
EW vs IVZ
+63.4%
-92.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.0% |
| 7D | -4.4% | +1.1% | -5.5% | -4.7% |
| 30D | -3.3% | +3.1% | -6.4% | -4.1% |
| 3M | +1.0% | +18.2% | -17.2% | -3.7% |
| 6M | +6.2% | +38.6% | -32.4% | -3.2% |
| YTD | +1.7% | +25.9% | -24.2% | -5.4% |
| 1Y | +8.1% | +51.7% | -43.6% | -4.7% |
| 3Y | +17.1% | +138.7% | -121.6% | -13.4% |
| 5Y | -29.4% | +62.8% | -92.1% | -42.3% |
| All | -29.4% | +63.4% | -92.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling