+6,438.2%
EW vs IVZ
+179.0%
+6,259.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -0.3% | +0.6% | -1.0% | -0.5% |
| 30D | +1.0% | +4.0% | -3.0% | +0.3% |
| 3M | +2.8% | +18.2% | -15.4% | -0.7% |
| 6M | +5.5% | +32.8% | -27.3% | -0.5% |
| YTD | +5.5% | +28.7% | -23.3% | -0.2% |
| 1Y | +11.0% | +55.4% | -44.3% | +1.3% |
| 3Y | +17.7% | +135.2% | -117.5% | -2.8% |
| 5Y | -25.7% | +64.2% | -89.9% | -35.4% |
| 10Y | +132.8% | +64.6% | +68.2% | +89.5% |
| All | +6,438.2% | +179.0% | +6,259.2% | +4,190.0% |
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