+212.3%
IEFA vs IVZ
+133.6%
+78.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.5% | +1.2% | -1.6% | -0.8% |
| 30D | -1.1% | +1.8% | -2.9% | -1.7% |
| 3M | +5.1% | +15.7% | -10.7% | 0.0% |
| 6M | +9.3% | +36.3% | -27.0% | -1.4% |
| YTD | +13.0% | +24.9% | -12.0% | +4.2% |
| 1Y | +19.2% | +48.9% | -29.8% | +3.7% |
| 3Y | +67.0% | +136.8% | -69.8% | +21.1% |
| 5Y | +51.1% | +60.0% | -8.9% | +20.5% |
| 10Y | +146.5% | +63.4% | +83.1% | +78.5% |
| All | +212.3% | +133.6% | +78.7% | +91.0% |
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