+142.6%
EWY vs IVV
+82.6%
+60.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +5.1% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +11.7% | +0.1% | +11.6% | +11.6% |
| 3M | -7.4% | +2.0% | -9.4% | -8.3% |
| 6M | +40.6% | +13.0% | +27.5% | +26.9% |
| YTD | +94.3% | +13.6% | +80.7% | +74.9% |
| 1Y | +164.3% | +20.1% | +144.2% | +126.9% |
| 3Y | +221.0% | +77.6% | +143.4% | +94.4% |
| All | +142.6% | +82.6% | +60.0% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling