+680.8%
IVV vs EWZ
+352.8%
+328.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | -5.4% | -24.5% | +19.2% | +2.3% |
| 3M | -4.1% | -10.7% | +6.6% | -2.1% |
| 6M | +0.7% | -19.1% | +19.8% | +5.9% |
| YTD | +8.7% | +1.6% | +7.1% | +6.0% |
| 1Y | +11.0% | +4.3% | +6.7% | +7.1% |
| 3Y | +75.4% | +19.0% | +56.5% | +60.5% |
| 5Y | +68.3% | +57.7% | +10.7% | +37.3% |
| 10Y | +315.5% | +51.3% | +264.2% | +212.8% |
| All | +680.8% | +352.8% | +328.0% | +285.9% |
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