+93.1%
ACN vs IVZ
+65.9%
+27.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.0% |
| 7D | -1.5% | -2.4% | +0.9% | -0.7% |
| 30D | +2.1% | +3.0% | -0.9% | +1.1% |
| 3M | +11.1% | +14.9% | -3.8% | +5.7% |
| 6M | -6.8% | +36.7% | -43.6% | -16.7% |
| YTD | -30.0% | +25.7% | -55.7% | -35.8% |
| 1Y | -23.1% | +47.7% | -70.8% | -33.2% |
| 3Y | -40.4% | +138.8% | -179.2% | -57.4% |
| 5Y | -41.6% | +62.1% | -103.7% | -53.8% |
| All | +93.1% | +65.9% | +27.2% | +39.8% |
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