+715.7%
IVV vs EWZ
+436.1%
+279.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.1% | +6.5% | -6.4% | -1.9% |
| 30D | +0.1% | +4.8% | -4.8% | -1.5% |
| 3M | +2.0% | +9.9% | -7.9% | -1.2% |
| 6M | +13.0% | +1.9% | +11.1% | +11.9% |
| YTD | +13.6% | +20.3% | -6.7% | +6.5% |
| 1Y | +20.1% | +35.6% | -15.5% | +8.1% |
| 3Y | +77.6% | +43.4% | +34.2% | +55.2% |
| 5Y | +82.5% | +55.9% | +26.5% | +51.1% |
| 10Y | +316.5% | +84.2% | +232.4% | +198.3% |
| All | +715.7% | +436.1% | +279.6% | +287.8% |
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