-42.7%
ACHR vs IVZ
+139.7%
-182.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.7% |
| 7D | -0.7% | +0.6% | -1.3% | -1.2% |
| 30D | +9.8% | +4.0% | +5.8% | +6.7% |
| 3M | -10.5% | +18.2% | -28.7% | -20.6% |
| 6M | -15.5% | +32.8% | -48.4% | -31.4% |
| YTD | -24.1% | +28.7% | -52.8% | -37.2% |
| 1Y | -32.4% | +55.4% | -87.8% | -50.9% |
| 3Y | -11.6% | +135.2% | -146.8% | -53.0% |
| 5Y | -42.9% | +64.2% | -107.1% | -65.1% |
| All | -42.7% | +139.7% | -182.4% | -66.2% |
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 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