-22.5%
ACHR vs IVZ
+152.3%
-174.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.4% | -9.3% | -8.8% |
| 7D | -9.2% | +7.6% | -16.8% | -14.5% |
| 30D | -1.0% | +4.3% | -5.3% | -4.7% |
| 3M | -42.2% | -9.3% | -32.8% | -37.7% |
| 6M | -38.2% | +5.2% | -43.4% | -41.1% |
| YTD | -46.4% | +13.4% | -59.9% | -52.4% |
| 1Y | -49.4% | +25.4% | -74.8% | -58.6% |
| 3Y | -22.5% | +152.5% | -175.0% | -74.1% |
| All | -22.5% | +152.3% | -174.8% | -74.1% |
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