+142.7%
EWY vs IVZ
+57.9%
+84.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +1.2% | -2.4% | +3.6% | +2.2% |
| 30D | +9.3% | +2.5% | +6.8% | +8.2% |
| 3M | +2.4% | +17.1% | -14.6% | -3.3% |
| 6M | +40.3% | +35.1% | +5.1% | +26.1% |
| YTD | +88.0% | +24.3% | +63.7% | +73.2% |
| 1Y | +143.8% | +48.7% | +95.1% | +111.2% |
| 3Y | +217.8% | +135.6% | +82.1% | +125.9% |
| 5Y | +142.7% | +60.3% | +82.4% | +90.5% |
| All | +142.7% | +57.9% | +84.8% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling