+364.6%
ALL vs IVZ
+61.6%
+303.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -1.8% |
| 7D | -1.7% | +1.1% | -2.8% | -2.0% |
| 30D | -4.7% | +3.1% | -7.8% | -5.5% |
| 3M | +18.4% | +18.2% | +0.2% | +12.3% |
| 6M | +20.5% | +38.6% | -18.1% | +8.7% |
| YTD | +23.5% | +25.9% | -2.4% | +13.9% |
| 1Y | +29.0% | +51.7% | -22.7% | +12.2% |
| 3Y | +153.7% | +138.7% | +15.1% | +84.8% |
| 5Y | +114.8% | +62.8% | +52.0% | +71.2% |
| All | +364.6% | +61.6% | +303.0% | +228.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling