+60.9%
IVZ vs EFV
+163.3%
-102.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.2% |
| 7D | +1.1% | +1.0% | +0.1% | -0.4% |
| 30D | +3.1% | +0.2% | +2.9% | +2.8% |
| 3M | +18.2% | +9.6% | +8.6% | +3.2% |
| 6M | +38.6% | +14.0% | +24.6% | +14.0% |
| YTD | +25.9% | +18.5% | +7.4% | -2.6% |
| 1Y | +51.7% | +27.9% | +23.8% | +4.4% |
| 3Y | +138.7% | +92.4% | +46.2% | -11.8% |
| 5Y | +62.8% | +97.2% | -34.4% | -40.5% |
| 10Y | +60.9% | +163.0% | -102.1% | -58.5% |
| All | +60.9% | +163.3% | -102.4% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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