+513.6%
EWT vs IVZ
+65.9%
+447.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | +4.5% | +3.0% | +1.4% | +3.5% |
| 3M | +8.3% | +14.9% | -6.6% | +4.1% |
| 6M | +54.2% | +36.7% | +17.5% | +41.3% |
| YTD | +74.6% | +25.7% | +48.9% | +63.1% |
| 1Y | +84.9% | +47.7% | +37.2% | +65.2% |
| 3Y | +197.5% | +138.8% | +58.7% | +128.1% |
| 5Y | +150.6% | +62.1% | +88.5% | +106.5% |
| All | +513.6% | +65.9% | +447.7% | +405.2% |
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