+349.8%
EWZ vs IVZ
+80.8%
+269.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -2.4% | +1.0% | -0.7% |
| 30D | -24.5% | -11.2% | -13.3% | -21.2% |
| 3M | -10.7% | -14.0% | +3.3% | -5.8% |
| 6M | -19.1% | +0.5% | -19.5% | -20.4% |
| YTD | +1.6% | +5.4% | -3.8% | -2.9% |
| 1Y | +4.3% | +19.5% | -15.2% | -5.8% |
| 3Y | +19.0% | +128.7% | -109.7% | -22.3% |
| 5Y | +57.7% | +28.8% | +28.9% | +24.8% |
| 10Y | +51.3% | +52.3% | -1.0% | -0.5% |
| All | +349.8% | +80.8% | +269.0% | +96.3% |
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