+50.5%
IVZ vs EME
+996.0%
-945.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.3% | -0.5% | +2.8% |
| 7D | +4.1% | -4.4% | +8.5% | +6.1% |
| 30D | -2.0% | -17.3% | +15.2% | +8.0% |
| 3M | -7.8% | -20.0% | +12.2% | +2.7% |
| 6M | +6.3% | -29.1% | +35.4% | +24.8% |
| YTD | +12.6% | +6.9% | +5.6% | +2.5% |
| 1Y | +27.6% | +0.8% | +26.9% | +20.0% |
| 3Y | +154.0% | +214.4% | -60.4% | +2.1% |
| 5Y | +37.3% | +404.2% | -366.9% | -61.2% |
| 10Y | +50.5% | +941.9% | -891.4% | -73.4% |
| All | +50.5% | +996.0% | -945.4% | -73.4% |
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