-15.6%
AA vs IVZ
+37.5%
-53.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.2% |
| 7D | +1.1% | -2.8% | +3.9% | +2.9% |
| 30D | -1.3% | -2.2% | +0.9% | -0.1% |
| 3M | -23.9% | -8.1% | -15.8% | -20.2% |
| 6M | -36.8% | +3.8% | -40.6% | -39.3% |
| YTD | -22.2% | +11.5% | -33.6% | -30.3% |
| 1Y | +10.4% | +23.7% | -13.3% | -8.2% |
| 3Y | +72.0% | +145.8% | -73.8% | -13.9% |
| 5Y | -15.6% | +36.1% | -51.8% | -40.0% |
| All | -15.6% | +37.5% | -53.1% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling