+37.0%
IVZ vs EFV
+93.2%
-56.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +1.8% |
| 7D | +7.6% | +2.5% | +5.1% | +3.9% |
| 30D | +4.3% | +2.9% | +1.4% | +0.4% |
| 3M | -9.3% | -1.4% | -7.9% | -7.3% |
| 6M | +5.2% | +5.5% | -0.3% | -2.1% |
| YTD | +13.4% | +16.1% | -2.6% | -8.5% |
| 1Y | +25.4% | +20.3% | +5.1% | -4.0% |
| 3Y | +152.5% | +90.4% | +62.1% | -2.9% |
| All | +37.0% | +93.2% | -56.3% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling