+699.2%
IVV vs EWZ
+361.8%
+337.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.7% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | -3.3% | -25.1% | +21.8% | +4.8% |
| 3M | -2.4% | -7.7% | +5.3% | -1.4% |
| 6M | +2.6% | -15.8% | +18.5% | +6.5% |
| YTD | +11.3% | +3.6% | +7.7% | +7.8% |
| 1Y | +13.4% | +5.5% | +8.0% | +9.1% |
| 3Y | +80.3% | +22.1% | +58.2% | +63.6% |
| 5Y | +72.7% | +58.3% | +14.4% | +40.8% |
| 10Y | +309.6% | +50.3% | +259.4% | +209.4% |
| All | +699.2% | +361.8% | +337.4% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling