+590.1%
EWT vs IVZ
+147.5%
+442.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +8.2% | +3.1% | +5.1% | +7.1% |
| 3M | +11.1% | +18.2% | -7.1% | +5.2% |
| 6M | +60.4% | +38.6% | +21.8% | +44.3% |
| YTD | +75.6% | +25.9% | +49.7% | +62.2% |
| 1Y | +91.3% | +51.7% | +39.6% | +66.2% |
| 3Y | +200.3% | +138.7% | +61.6% | +119.2% |
| 5Y | +156.4% | +62.8% | +93.6% | +104.8% |
| 10Y | +495.8% | +60.9% | +434.9% | +328.2% |
| All | +590.1% | +147.5% | +442.6% | +198.8% |
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