+114.0%
AA vs IVZ
+1,117.8%
-1,003.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.7% |
| 7D | -0.7% | +0.6% | -1.3% | -1.1% |
| 30D | +5.0% | +4.0% | +1.0% | +2.7% |
| 3M | -35.8% | +18.2% | -54.0% | -41.1% |
| 6M | -18.4% | +32.8% | -51.2% | -29.9% |
| YTD | -5.5% | +28.7% | -34.2% | -18.0% |
| 1Y | +61.0% | +55.4% | +5.6% | +27.5% |
| 3Y | +66.2% | +135.2% | -69.0% | +7.8% |
| 5Y | +11.4% | +64.2% | -52.8% | -15.7% |
| 10Y | +116.9% | +64.6% | +52.3% | +56.5% |
| All | +114.0% | +1,117.8% | -1,003.8% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling