+966.5%
EWY vs IVV
+754.4%
+212.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +4.7% |
| 7D | -2.8% | -0.9% | -1.9% | -1.1% |
| 30D | -13.1% | -2.3% | -10.8% | -9.9% |
| 3M | -11.6% | -1.2% | -10.5% | -9.4% |
| 6M | -23.4% | +3.3% | -26.7% | -24.2% |
| YTD | +52.0% | +12.3% | +39.7% | +38.2% |
| 1Y | +58.6% | +12.5% | +46.1% | +43.9% |
| 3Y | +163.3% | +79.2% | +84.2% | +39.0% |
| 5Y | +108.7% | +75.6% | +33.0% | +10.8% |
| 10Y | +237.8% | +313.4% | -75.6% | -38.3% |
| All | +966.5% | +754.4% | +212.1% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling