-44.0%
ACHR vs IVZ
+134.0%
-178.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.6% |
| 7D | -2.3% | -2.4% | +0.1% | -0.6% |
| 30D | -11.3% | +3.0% | -14.3% | -13.1% |
| 3M | +5.3% | +14.9% | -9.6% | -4.9% |
| 6M | -13.2% | +36.7% | -50.0% | -31.0% |
| YTD | -25.8% | +25.7% | -51.5% | -37.5% |
| 1Y | -34.3% | +47.7% | -82.0% | -50.5% |
| 3Y | -19.9% | +138.8% | -158.8% | -57.7% |
| 5Y | -42.7% | +62.1% | -104.7% | -64.4% |
| All | -44.0% | +134.0% | -178.0% | -66.4% |
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 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