+160.4%
EWY vs IVV
+18.9%
+141.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.6% |
| 7D | +6.7% | -0.4% | +7.0% | +7.5% |
| 30D | +17.0% | -1.4% | +18.3% | +21.4% |
| 3M | +3.7% | +3.7% | 0.0% | -4.7% |
| 6M | +42.5% | +13.0% | +29.4% | +11.5% |
| YTD | +96.2% | +12.4% | +83.8% | +55.0% |
| 1Y | +160.4% | +18.6% | +141.8% | +91.6% |
| All | +160.4% | +18.9% | +141.5% | +91.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling