+50.5%
IVZ vs EFV
+165.2%
-114.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.0% | +2.7% |
| 7D | +4.1% | +1.7% | +2.4% | +1.7% |
| 30D | -2.0% | +3.4% | -5.5% | -6.6% |
| 3M | -7.8% | -1.7% | -6.2% | -5.4% |
| 6M | +6.3% | +6.4% | -0.1% | -2.8% |
| YTD | +12.6% | +16.3% | -3.7% | -10.4% |
| 1Y | +27.6% | +22.9% | +4.7% | -6.7% |
| 3Y | +154.0% | +92.8% | +61.2% | -6.7% |
| 5Y | +37.3% | +93.5% | -56.2% | -48.6% |
| 10Y | +50.5% | +162.1% | -111.6% | -59.9% |
| All | +50.5% | +165.2% | -114.6% | -59.9% |
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