+484.8%
AEHR vs IVZ
+566.3%
-81.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.1% | +12.0% | +12.7% |
| 7D | +6.7% | +0.6% | +6.1% | +6.5% |
| 30D | -12.7% | +4.0% | -16.7% | -13.8% |
| 3M | -26.0% | +18.2% | -44.2% | -29.0% |
| 6M | +102.2% | +32.8% | +69.4% | +88.0% |
| YTD | +327.2% | +28.7% | +298.5% | +300.6% |
| 1Y | +228.1% | +55.4% | +172.7% | +191.7% |
| 3Y | +67.0% | +135.2% | -68.2% | +32.8% |
| 5Y | +928.1% | +64.2% | +863.9% | +809.6% |
| 10Y | +3,269.5% | +64.6% | +3,204.9% | +2,669.8% |
| All | +484.8% | +566.3% | -81.5% | +258.0% |
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