+96.2%
AGG vs IVZ
+336.6%
-240.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | -1.1% | -2.4% | +1.3% | -1.1% |
| 30D | -1.1% | +3.0% | -4.2% | -1.1% |
| 3M | -1.9% | +14.9% | -16.8% | -1.8% |
| 6M | -1.7% | +36.7% | -38.5% | -1.5% |
| YTD | -1.3% | +25.7% | -27.0% | -1.1% |
| 1Y | -0.7% | +47.7% | -48.4% | -0.5% |
| 3Y | +12.5% | +138.8% | -126.4% | +13.2% |
| 5Y | -2.5% | +62.1% | -64.6% | -2.2% |
| 10Y | +14.2% | +64.3% | -50.1% | +15.2% |
| All | +96.2% | +336.6% | -240.3% | +99.1% |
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