-59.6%
ACHR vs IVZ
+111.2%
-170.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.4% | -9.3% | -8.6% |
| 7D | -9.2% | +7.6% | -16.8% | -13.9% |
| 30D | -1.0% | +4.3% | -5.3% | -4.3% |
| 3M | -42.2% | -9.3% | -32.8% | -38.1% |
| 6M | -38.2% | +5.2% | -43.4% | -40.7% |
| YTD | -46.4% | +13.4% | -59.9% | -51.6% |
| 1Y | -49.4% | +25.4% | -74.8% | -57.4% |
| 3Y | -22.5% | +152.5% | -175.0% | -60.4% |
| 5Y | -29.8% | +36.7% | -66.5% | -52.8% |
| All | -59.6% | +111.2% | -170.8% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling