+432.5%
EWZ vs IVZ
+120.8%
+311.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | +6.5% | +0.6% | +5.9% | +6.1% |
| 30D | +4.8% | +4.0% | +0.8% | +3.1% |
| 3M | +9.9% | +18.2% | -8.3% | +2.0% |
| 6M | +1.9% | +32.8% | -30.9% | -10.2% |
| YTD | +20.3% | +28.7% | -8.4% | +6.7% |
| 1Y | +35.6% | +55.4% | -19.8% | +10.5% |
| 3Y | +43.4% | +135.2% | -91.8% | -6.6% |
| 5Y | +55.9% | +64.2% | -8.2% | +11.7% |
| 10Y | +84.2% | +64.6% | +19.5% | +18.4% |
| All | +432.5% | +120.8% | +311.7% | +115.6% |
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