+322.1%
IVV vs EWZ
+86.7%
+235.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -1.4% | +8.2% | -9.6% | -3.7% |
| 3M | +3.7% | +13.3% | -9.6% | -0.3% |
| 6M | +13.0% | +3.6% | +9.4% | +11.4% |
| YTD | +12.4% | +21.0% | -8.5% | +5.6% |
| 1Y | +18.6% | +34.7% | -16.1% | +7.7% |
| 3Y | +78.1% | +48.3% | +29.8% | +55.3% |
| 5Y | +82.3% | +60.1% | +22.2% | +51.7% |
| 10Y | +322.1% | +92.6% | +229.5% | +213.7% |
| All | +322.1% | +86.7% | +235.4% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling