+135.1%
ADI vs IVZ
+61.5%
+73.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +2.6% | +1.2% | +1.5% | +2.0% |
| 30D | -4.6% | +1.8% | -6.4% | -5.5% |
| 3M | -9.5% | +15.7% | -25.2% | -16.0% |
| 6M | +14.8% | +36.3% | -21.5% | -2.1% |
| YTD | +35.8% | +24.9% | +10.9% | +20.0% |
| 1Y | +48.9% | +48.9% | 0.0% | +20.1% |
| 3Y | +115.6% | +136.8% | -21.2% | +31.9% |
| 5Y | +135.1% | +60.0% | +75.1% | +62.8% |
| All | +135.1% | +61.5% | +73.6% | +62.8% |
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