+65.1%
IVZ vs EME
+529.3%
-464.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | +0.6% | +1.9% | -1.3% | -0.2% |
| 30D | +4.0% | -8.3% | +12.3% | +7.7% |
| 3M | +18.2% | -10.7% | +28.9% | +22.8% |
| 6M | +32.8% | +1.9% | +30.9% | +29.2% |
| YTD | +28.7% | +23.5% | +5.3% | +13.6% |
| 1Y | +55.4% | +18.0% | +37.4% | +37.0% |
| 3Y | +135.2% | +236.1% | -100.9% | +4.2% |
| All | +65.1% | +529.3% | -464.2% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling