+1,104.4%
IVZ vs EME
+42,471.7%
-41,367.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.2% |
| 7D | +0.6% | +1.9% | -1.3% | -0.3% |
| 30D | +4.0% | -8.3% | +12.3% | +8.4% |
| 3M | +18.2% | -10.7% | +28.9% | +23.2% |
| 6M | +32.8% | +1.9% | +30.9% | +28.5% |
| YTD | +28.7% | +23.5% | +5.3% | +11.8% |
| 1Y | +55.4% | +18.0% | +37.4% | +35.5% |
| 3Y | +135.2% | +236.1% | -100.9% | +11.3% |
| 5Y | +64.2% | +527.9% | -463.7% | -44.8% |
| 10Y | +64.6% | +1,252.8% | -1,188.2% | -63.4% |
| All | +1,104.4% | +42,471.7% | -41,367.3% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling