-42.9%
ACN vs IVZ
+63.4%
-106.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.4% |
| 7D | -4.8% | +1.1% | -5.9% | -5.1% |
| 30D | +1.9% | +3.1% | -1.2% | +0.8% |
| 3M | +3.9% | +18.2% | -14.3% | -2.3% |
| 6M | -15.0% | +38.6% | -53.6% | -24.8% |
| YTD | -31.9% | +25.9% | -57.8% | -37.7% |
| 1Y | -28.5% | +51.7% | -80.2% | -38.9% |
| 3Y | -41.9% | +138.7% | -180.6% | -59.7% |
| 5Y | -42.9% | +62.8% | -105.6% | -56.8% |
| All | -42.9% | +63.4% | -106.2% | -56.8% |
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 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