-43.0%
AG vs IVZ
+4.5%
-47.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -4.6% |
| 7D | -10.0% | +7.6% | -17.6% | -16.0% |
| 30D | -10.5% | +4.3% | -14.8% | -14.4% |
| 3M | -27.3% | -9.3% | -17.9% | -20.7% |
| 6M | -43.0% | +5.2% | -48.2% | -48.4% |
| All | -43.0% | +4.5% | -47.4% | -48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling