+7,515.3%
EW vs IVZ
+143.9%
+7,371.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.2% | +1.3% |
| 7D | +12.3% | +4.1% | +8.2% | +11.3% |
| 30D | +22.9% | -2.0% | +24.9% | +23.2% |
| 3M | +16.7% | -7.8% | +24.5% | +18.2% |
| 6M | +31.0% | +6.3% | +24.6% | +28.6% |
| YTD | +22.8% | +12.6% | +10.3% | +18.9% |
| 1Y | +25.6% | +27.6% | -2.1% | +18.6% |
| 3Y | +62.0% | +154.0% | -92.1% | +31.7% |
| 5Y | -12.8% | +37.3% | -50.1% | -21.5% |
| 10Y | +239.8% | +50.5% | +189.2% | +181.2% |
| All | +7,515.3% | +143.9% | +7,371.4% | +5,012.5% |
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