+84.1%
EWZ vs IVZ
+61.1%
+23.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.8% |
| 7D | +5.6% | +1.1% | +4.5% | +5.1% |
| 30D | +9.3% | +3.1% | +6.2% | +7.9% |
| 3M | +15.7% | +18.2% | -2.5% | +8.0% |
| 6M | +7.4% | +38.6% | -31.2% | -5.8% |
| YTD | +22.7% | +25.9% | -3.2% | +10.8% |
| 1Y | +36.4% | +51.7% | -15.3% | +13.9% |
| 3Y | +50.4% | +138.7% | -88.3% | -0.1% |
| 5Y | +67.6% | +62.8% | +4.9% | +24.4% |
| 10Y | +84.1% | +60.9% | +23.1% | +15.5% |
| All | +84.1% | +61.1% | +23.0% | +15.5% |
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 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