-21.8%
ACHR vs IVZ
+132.2%
-154.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -5.4% | -2.4% | -3.0% | -3.5% |
| 30D | -19.7% | +2.5% | -22.2% | -21.3% |
| 3M | +7.9% | +17.1% | -9.1% | -5.5% |
| 6M | -13.8% | +35.1% | -48.9% | -33.3% |
| YTD | -27.5% | +24.3% | -51.8% | -40.3% |
| 1Y | -33.9% | +48.7% | -82.6% | -52.9% |
| All | -21.8% | +132.2% | -154.0% | -68.2% |
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