+65.4%
IEFA vs IVZ
+134.7%
-69.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -1.6% | -2.4% | +0.8% | -1.0% |
| 30D | -1.5% | +3.0% | -4.5% | -2.3% |
| 3M | +3.4% | +14.9% | -11.5% | -0.4% |
| 6M | +9.5% | +36.7% | -27.3% | +0.9% |
| YTD | +13.0% | +25.7% | -12.6% | +5.8% |
| 1Y | +18.0% | +47.7% | -29.7% | +6.0% |
| 3Y | +65.4% | +138.8% | -73.5% | +26.6% |
| All | +65.4% | +134.7% | -69.4% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling