+98.1%
IVZ vs WETO
-99.4%
+197.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.1% |
| 7D | -2.4% | -4.3% | +1.9% | -2.4% |
| 30D | +3.0% | -39.9% | +42.9% | +1.9% |
| 3M | +14.9% | -97.9% | +112.8% | +17.5% |
| 6M | +36.7% | -95.0% | +131.8% | +35.3% |
| YTD | +25.7% | -97.2% | +122.8% | +26.3% |
| 1Y | +47.7% | -98.9% | +146.6% | +51.3% |
| All | +98.1% | -99.4% | +197.5% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling