+308.8%
EWY vs IVV
+314.9%
-6.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +6.7% | -0.4% | +7.0% | +7.0% |
| 30D | +17.0% | -1.4% | +18.3% | +18.7% |
| 3M | +3.7% | +3.7% | 0.0% | +0.8% |
| 6M | +42.5% | +13.0% | +29.4% | +29.2% |
| YTD | +96.2% | +12.4% | +83.8% | +79.2% |
| 1Y | +160.4% | +18.6% | +141.8% | +126.6% |
| 3Y | +231.7% | +78.1% | +153.6% | +96.4% |
| 5Y | +153.3% | +82.3% | +71.0% | +45.9% |
| 10Y | +308.8% | +322.1% | -13.3% | -1.9% |
| All | +308.8% | +314.9% | -6.1% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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