+33.4%
AG vs IVZ
+30.5%
+2.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.2% | +5.0% | +5.7% |
| 7D | -2.6% | +2.6% | -5.2% | -4.5% |
| 30D | -12.1% | -3.5% | -8.6% | -9.5% |
| 3M | -6.6% | -7.4% | +0.8% | -1.1% |
| 6M | -20.5% | +14.7% | -35.2% | -27.6% |
| YTD | -7.4% | +14.6% | -22.1% | -19.1% |
| 1Y | +33.4% | +30.7% | +2.7% | +3.7% |
| All | +33.4% | +30.5% | +2.9% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling