+439.9%
AG vs IVZ
+199.0%
+240.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | +4.5% | +1.1% | +3.4% | +4.1% |
| 30D | +12.9% | +3.1% | +9.8% | +11.6% |
| 3M | +20.9% | +18.2% | +2.8% | +14.7% |
| 6M | -19.5% | +38.6% | -58.1% | -27.3% |
| YTD | +24.8% | +25.9% | -1.1% | +16.2% |
| 1Y | +120.2% | +51.7% | +68.6% | +93.6% |
| 3Y | +279.0% | +138.7% | +140.4% | +182.6% |
| 5Y | +67.9% | +62.8% | +5.1% | +37.1% |
| 10Y | +57.5% | +60.9% | -3.4% | +15.9% |
| All | +439.9% | +199.0% | +240.9% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling