-22.6%
ACN vs IVZ
+37.2%
-59.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | +1.6% | +2.2% | -0.6% | +0.6% |
| 30D | +24.6% | -2.2% | +26.8% | +25.0% |
| 3M | +46.2% | -8.4% | +54.6% | +49.6% |
| 6M | +46.2% | +6.2% | +40.0% | +41.2% |
| YTD | -0.9% | +12.4% | -13.3% | -6.6% |
| 1Y | +8.8% | +26.0% | -17.3% | -1.9% |
| 3Y | -14.3% | +147.9% | -162.1% | -43.4% |
| 5Y | -22.6% | +38.8% | -61.4% | -36.7% |
| All | -22.6% | +37.2% | -59.8% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling