+60.9%
IVZ vs EME
+1,278.1%
-1,217.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -3.6% |
| 7D | +1.1% | +5.2% | -4.1% | -1.7% |
| 30D | +3.1% | -5.4% | +8.4% | +5.9% |
| 3M | +18.2% | -6.1% | +24.3% | +20.1% |
| 6M | +38.6% | +9.7% | +29.0% | +27.8% |
| YTD | +25.9% | +26.6% | -0.7% | +5.7% |
| 1Y | +51.7% | +24.6% | +27.0% | +25.1% |
| 3Y | +138.7% | +249.6% | -110.9% | -7.6% |
| 5Y | +62.8% | +556.6% | -493.8% | -60.3% |
| 10Y | +60.9% | +1,286.6% | -1,225.7% | -75.2% |
| All | +60.9% | +1,278.1% | -1,217.1% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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