-23.4%
EWY vs IVV
+3.7%
-27.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +2.0% |
| 7D | -2.8% | -0.9% | -1.9% | +1.2% |
| 30D | -13.1% | -2.3% | -10.8% | -4.3% |
| 3M | -11.6% | -1.2% | -10.5% | -6.7% |
| 6M | -23.4% | +3.3% | -26.7% | -30.4% |
| All | -23.4% | +3.7% | -27.1% | -30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling