+282.7%
AG vs IVZ
+133.3%
+149.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.5% |
| 7D | -0.1% | +1.2% | -1.3% | -0.7% |
| 30D | +12.5% | +1.8% | +10.7% | +11.3% |
| 3M | +28.2% | +15.7% | +12.4% | +19.3% |
| 6M | -18.8% | +36.3% | -55.2% | -29.5% |
| YTD | +27.4% | +24.9% | +2.4% | +14.5% |
| 1Y | +132.2% | +48.9% | +83.2% | +94.7% |
| All | +282.7% | +133.3% | +149.4% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling