+413.8%
IVZ vs EFV
+258.8%
+155.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | +0.6% | +1.5% | -0.9% | -1.4% |
| 30D | +4.0% | +1.7% | +2.3% | +1.5% |
| 3M | +18.2% | +8.6% | +9.5% | +5.6% |
| 6M | +32.8% | +11.7% | +21.1% | +14.3% |
| YTD | +28.7% | +19.3% | +9.5% | +0.8% |
| 1Y | +55.4% | +30.2% | +25.2% | +7.8% |
| 3Y | +135.2% | +91.6% | +43.6% | -3.7% |
| 5Y | +64.2% | +96.4% | -32.2% | -33.1% |
| 10Y | +64.6% | +166.5% | -101.9% | -52.0% |
| All | +413.8% | +258.8% | +155.0% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling