+84.0%
AA vs IVZ
+145.8%
-61.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.8% |
| 7D | -0.7% | +0.6% | -1.3% | -1.3% |
| 30D | +5.0% | +4.0% | +1.0% | +1.9% |
| 3M | -35.8% | +18.2% | -54.0% | -43.1% |
| 6M | -18.4% | +32.8% | -51.2% | -34.0% |
| YTD | -5.5% | +28.7% | -34.2% | -22.9% |
| 1Y | +61.0% | +55.4% | +5.6% | +13.4% |
| All | +84.0% | +145.8% | -61.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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