+151.8%
ACN vs IVZ
+40.3%
+111.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -5.7% | +5.1% | -10.9% | -7.3% |
| 30D | +17.0% | -1.6% | +18.6% | +17.1% |
| 3M | +39.9% | -9.1% | +49.0% | +43.3% |
| 6M | +50.2% | +1.8% | +48.4% | +47.4% |
| YTD | -4.2% | +10.8% | -15.0% | -9.0% |
| 1Y | +4.3% | +19.1% | -14.8% | -3.4% |
| 3Y | -17.1% | +144.4% | -161.5% | -41.7% |
| 5Y | -26.5% | +33.6% | -60.0% | -38.4% |
| All | +151.8% | +40.3% | +111.4% | +87.0% |
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