+148.0%
ALL vs IVZ
+37.3%
+110.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -1.6% |
| 7D | -3.9% | +4.1% | -8.0% | -4.6% |
| 30D | +10.6% | -2.0% | +12.7% | +10.8% |
| 3M | -4.6% | -7.8% | +3.3% | -3.4% |
| 6M | +20.2% | +6.3% | +13.9% | +17.7% |
| YTD | +23.7% | +12.6% | +11.1% | +18.9% |
| 1Y | +27.9% | +27.6% | +0.2% | +19.2% |
| 3Y | +109.2% | +154.0% | -44.9% | +57.0% |
| 5Y | +148.0% | +37.3% | +110.7% | +121.0% |
| All | +148.0% | +37.3% | +110.7% | +121.0% |
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 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