+312.0%
IVV vs EWZ
+66.3%
+245.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | -2.7% | -25.9% | +23.2% | +5.1% |
| 3M | -1.7% | -6.1% | +4.4% | -1.5% |
| 6M | +3.2% | -16.1% | +19.3% | +6.8% |
| YTD | +12.0% | +1.0% | +11.0% | +9.2% |
| 1Y | +12.1% | 0.0% | +12.1% | +9.5% |
| 3Y | +78.6% | +16.8% | +61.8% | +64.6% |
| 5Y | +73.8% | +52.1% | +21.8% | +44.5% |
| All | +312.0% | +66.3% | +245.7% | +226.7% |
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