+67.3%
AG vs IVZ
+57.9%
+9.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.6% |
| 7D | -5.8% | -2.4% | -3.4% | -4.8% |
| 30D | +6.4% | +2.5% | +3.9% | +5.0% |
| 3M | +28.4% | +17.1% | +11.3% | +19.8% |
| 6M | -24.5% | +35.1% | -59.6% | -33.4% |
| YTD | +21.2% | +24.3% | -3.1% | +10.3% |
| 1Y | +114.1% | +48.7% | +65.4% | +81.8% |
| 3Y | +268.0% | +135.6% | +132.4% | +150.8% |
| 5Y | +67.3% | +60.3% | +7.0% | +23.1% |
| All | +67.3% | +57.9% | +9.4% | +23.1% |
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 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