+55.0%
EWZ vs IVZ
+64.2%
-9.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +6.5% | +0.6% | +5.9% | +6.3% |
| 30D | +4.8% | +4.0% | +0.8% | +3.8% |
| 3M | +9.9% | +18.2% | -8.3% | +5.2% |
| 6M | +1.9% | +32.8% | -30.9% | -5.3% |
| YTD | +20.3% | +28.7% | -8.4% | +12.1% |
| 1Y | +35.6% | +55.4% | -19.8% | +20.2% |
| 3Y | +43.4% | +135.2% | -91.8% | +10.6% |
| All | +55.0% | +64.2% | -9.2% | +27.9% |
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