+1,977.8%
AEM vs IVZ
+1,117.8%
+860.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | +24.0% | +4.0% | +20.0% | +23.6% |
| 3M | +16.1% | +18.2% | -2.1% | +14.3% |
| 6M | -11.6% | +32.8% | -44.4% | -13.8% |
| YTD | +21.5% | +28.7% | -7.2% | +18.7% |
| 1Y | +39.2% | +55.4% | -16.2% | +33.6% |
| 3Y | +347.4% | +135.2% | +212.2% | +311.0% |
| 5Y | +290.1% | +64.2% | +226.0% | +265.2% |
| 10Y | +357.8% | +64.6% | +293.2% | +317.0% |
| All | +1,977.8% | +1,117.8% | +860.0% | +1,515.2% |
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