+151.4%
ACN vs IVZ
+44.4%
+106.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.6% |
| 7D | -4.0% | -2.8% | -1.3% | -3.4% |
| 30D | +19.0% | -2.2% | +21.2% | +19.3% |
| 3M | +42.2% | -8.1% | +50.3% | +45.2% |
| 6M | +50.1% | +3.8% | +46.4% | +46.5% |
| YTD | -2.7% | +11.5% | -14.2% | -7.8% |
| 1Y | +7.6% | +23.7% | -16.1% | -1.6% |
| 3Y | -15.9% | +145.8% | -161.7% | -40.9% |
| 5Y | -24.4% | +36.1% | -60.5% | -37.0% |
| 10Y | +151.4% | +42.4% | +108.9% | +86.2% |
| All | +151.4% | +44.4% | +106.9% | +86.2% |
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 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