+1,244.2%
EWY vs IVZ
+188.7%
+1,055.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.4% |
| 7D | +8.0% | +1.1% | +6.9% | +7.5% |
| 30D | +14.3% | +3.1% | +11.3% | +12.9% |
| 3M | +2.3% | +18.2% | -15.9% | -4.1% |
| 6M | +49.9% | +38.6% | +11.2% | +32.3% |
| YTD | +95.3% | +25.9% | +69.4% | +78.3% |
| 1Y | +161.7% | +51.7% | +110.1% | +121.5% |
| 3Y | +230.2% | +138.7% | +91.5% | +124.2% |
| 5Y | +148.1% | +62.8% | +85.3% | +88.7% |
| 10Y | +293.2% | +60.9% | +232.2% | +165.2% |
| All | +1,244.2% | +188.7% | +1,055.4% | +431.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling