+1,697.2%
ACN vs IVZ
+140.0%
+1,557.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | -1.5% | +0.6% | -2.2% | -1.7% |
| 30D | +9.4% | +4.0% | +5.4% | +8.0% |
| 3M | +5.6% | +18.2% | -12.5% | -0.2% |
| 6M | -9.3% | +32.8% | -42.1% | -17.7% |
| YTD | -29.0% | +28.7% | -57.7% | -35.0% |
| 1Y | -24.7% | +55.4% | -80.0% | -35.0% |
| 3Y | -39.8% | +135.2% | -175.0% | -55.8% |
| 5Y | -40.9% | +64.2% | -105.1% | -52.5% |
| 10Y | +91.1% | +64.6% | +26.5% | +39.3% |
| All | +1,697.2% | +140.0% | +1,557.3% | +740.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling