+301.0%
AEM vs IVZ
+61.5%
+239.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | +3.0% | +1.2% | +1.8% | +2.8% |
| 30D | +12.5% | +1.8% | +10.7% | +12.1% |
| 3M | +26.9% | +15.7% | +11.2% | +23.0% |
| 6M | -9.4% | +36.3% | -45.8% | -14.9% |
| YTD | +20.3% | +24.9% | -4.7% | +14.5% |
| 1Y | +33.8% | +48.9% | -15.2% | +23.3% |
| 3Y | +349.8% | +136.8% | +213.0% | +272.1% |
| 5Y | +301.0% | +60.0% | +241.0% | +224.2% |
| All | +301.0% | +61.5% | +239.6% | +224.2% |
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