+146.1%
EWT vs IVZ
+57.9%
+88.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.3% |
| 30D | +4.8% | +2.5% | +2.3% | +3.8% |
| 3M | +11.1% | +17.1% | -5.9% | +5.3% |
| 6M | +54.6% | +35.1% | +19.5% | +39.7% |
| YTD | +71.4% | +24.3% | +47.1% | +58.3% |
| 1Y | +82.1% | +48.7% | +33.4% | +58.6% |
| 3Y | +193.2% | +135.6% | +57.6% | +112.6% |
| 5Y | +146.1% | +60.3% | +85.8% | +93.2% |
| All | +146.1% | +57.9% | +88.2% | +93.2% |
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 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