+303.5%
EWY vs IVZ
+65.9%
+237.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +2.9% |
| 7D | -0.1% | -2.4% | +2.3% | +0.8% |
| 30D | +7.3% | +3.0% | +4.3% | +6.1% |
| 3M | -5.1% | +14.9% | -20.0% | -9.6% |
| 6M | +42.1% | +36.7% | +5.3% | +28.0% |
| YTD | +94.1% | +25.7% | +68.4% | +79.3% |
| 1Y | +147.8% | +47.7% | +100.1% | +116.5% |
| 3Y | +222.9% | +138.8% | +84.1% | +132.2% |
| 5Y | +150.6% | +62.1% | +88.5% | +99.0% |
| All | +303.5% | +65.9% | +237.6% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling