+152.3%
ACN vs IVZ
+43.7%
+108.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.5% |
| 7D | -3.8% | +7.6% | -11.4% | -6.2% |
| 30D | +16.5% | +4.3% | +12.2% | +14.5% |
| 3M | +41.5% | -9.3% | +50.8% | +45.1% |
| 6M | +60.1% | +5.2% | +54.8% | +55.4% |
| YTD | -3.9% | +13.4% | -17.4% | -9.4% |
| 1Y | +4.1% | +25.4% | -21.3% | -5.2% |
| 3Y | -15.9% | +152.5% | -168.4% | -41.5% |
| 5Y | -26.3% | +36.7% | -63.0% | -38.7% |
| All | +152.3% | +43.7% | +108.7% | +86.1% |
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 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