+128.7%
IVZ vs EFV
+84.2%
+44.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +1.9% |
| 7D | -2.4% | -0.7% | -1.8% | -1.4% |
| 30D | -11.2% | +0.9% | -12.1% | -12.0% |
| 3M | -14.0% | -3.6% | -10.4% | -9.7% |
| 6M | +0.5% | +2.5% | -2.1% | -2.4% |
| YTD | +5.4% | +13.2% | -7.8% | -10.5% |
| 1Y | +19.5% | +20.3% | -0.9% | -6.8% |
| 3Y | +128.7% | +84.9% | +43.8% | -6.5% |
| All | +128.7% | +84.2% | +44.5% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling