+98.5%
IVZ vs WETO
-99.4%
+197.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +1.1% | -57.2% | +58.3% | +1.4% |
| 30D | +3.1% | -48.8% | +51.9% | +2.0% |
| 3M | +18.2% | -97.7% | +115.8% | +20.7% |
| 6M | +38.6% | -94.3% | +132.9% | +36.6% |
| YTD | +25.9% | -97.0% | +122.9% | +26.5% |
| 1Y | +51.7% | -98.9% | +150.6% | +55.5% |
| All | +98.5% | -99.4% | +197.8% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling