+346.7%
AEM vs IVZ
+64.1%
+282.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -5.0% | -2.4% | -2.7% | -4.8% |
| 30D | +8.5% | +2.5% | +6.0% | +8.2% |
| 3M | +29.3% | +17.1% | +12.2% | +27.5% |
| 6M | -12.9% | +35.1% | -48.1% | -14.9% |
| YTD | +16.8% | +24.3% | -7.5% | +14.6% |
| 1Y | +29.8% | +48.7% | -18.8% | +25.9% |
| 3Y | +336.7% | +135.6% | +201.1% | +309.6% |
| 5Y | +299.9% | +60.3% | +239.6% | +273.5% |
| All | +346.7% | +64.1% | +282.6% | +340.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling