+0.3%
AG vs IVZ
+36.0%
-35.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.5% |
| 7D | -10.0% | +7.6% | -17.6% | -13.0% |
| 30D | -10.5% | +4.3% | -14.8% | -12.2% |
| 3M | -27.3% | -9.3% | -17.9% | -24.0% |
| 6M | -43.0% | +5.2% | -48.2% | -44.0% |
| YTD | -17.9% | +13.4% | -31.4% | -22.1% |
| 1Y | +11.9% | +25.4% | -13.5% | +2.1% |
| 3Y | +201.8% | +152.5% | +49.3% | +101.1% |
| All | +0.3% | +36.0% | -35.7% | -19.8% |
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