+925.3%
EWY vs IVV
+746.5%
+178.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.4% | +0.9% |
| 7D | -6.3% | +0.1% | -6.4% | -5.9% |
| 30D | -19.8% | -3.3% | -16.5% | -15.9% |
| 3M | -14.4% | -2.4% | -12.1% | -11.1% |
| 6M | -25.3% | +2.6% | -27.9% | -25.6% |
| YTD | +46.2% | +11.3% | +34.9% | +34.2% |
| 1Y | +58.3% | +13.4% | +44.8% | +42.3% |
| 3Y | +155.0% | +80.3% | +74.7% | +33.5% |
| 5Y | +99.5% | +72.7% | +26.8% | +8.0% |
| 10Y | +219.4% | +309.6% | -90.2% | -41.1% |
| All | +925.3% | +746.5% | +178.8% | -22.8% |
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