+6,757.1%
ADI vs IVZ
+1,090.9%
+5,666.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.1% |
| 7D | +2.4% | +1.1% | +1.4% | +2.0% |
| 30D | -6.6% | +3.1% | -9.7% | -7.8% |
| 3M | -9.8% | +18.2% | -28.0% | -15.7% |
| 6M | +15.7% | +38.6% | -22.9% | +1.2% |
| YTD | +35.1% | +25.9% | +9.2% | +22.2% |
| 1Y | +47.7% | +51.7% | -4.0% | +23.9% |
| 3Y | +114.5% | +138.7% | -24.2% | +47.6% |
| 5Y | +141.2% | +62.8% | +78.5% | +87.9% |
| 10Y | +611.3% | +60.9% | +550.4% | +400.4% |
| All | +6,757.1% | +1,090.9% | +5,666.1% | +2,133.1% |
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