+96.9%
IVZ vs WETO
-99.4%
+196.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.8% |
| 7D | +1.2% | -38.7% | +39.8% | +1.3% |
| 30D | +1.8% | -51.3% | +53.1% | +0.8% |
| 3M | +15.7% | -97.8% | +113.6% | +18.3% |
| 6M | +36.3% | -94.8% | +131.1% | +34.5% |
| YTD | +24.9% | -97.2% | +122.1% | +25.5% |
| 1Y | +48.9% | -98.9% | +147.9% | +52.7% |
| All | +96.9% | -99.4% | +196.3% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling