+1,711.1%
AEM vs IVZ
+973.1%
+738.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.2% |
| 7D | -6.8% | +7.6% | -14.5% | -7.5% |
| 30D | +0.8% | +4.3% | -3.5% | +0.4% |
| 3M | -0.8% | -9.3% | +8.5% | +0.1% |
| 6M | -8.5% | +5.2% | -13.8% | -8.9% |
| YTD | +5.9% | +13.4% | -7.5% | +4.7% |
| 1Y | +6.6% | +25.4% | -18.8% | +4.4% |
| 3Y | +302.2% | +152.5% | +149.7% | +267.9% |
| 5Y | +250.8% | +36.7% | +214.1% | +234.0% |
| 10Y | +406.1% | +45.0% | +361.1% | +366.6% |
| All | +1,711.1% | +973.1% | +738.0% | +1,324.2% |
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 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