+3,152.7%
ALL vs IVZ
+963.1%
+2,189.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.1% | +2.2% | -2.3% | -1.0% |
| 30D | +13.8% | -2.2% | +16.0% | +14.2% |
| 3M | -2.8% | -8.4% | +5.7% | -0.6% |
| 6M | +23.7% | +6.2% | +17.5% | +19.4% |
| YTD | +27.3% | +12.4% | +14.9% | +19.5% |
| 1Y | +30.5% | +26.0% | +4.5% | +17.9% |
| 3Y | +113.0% | +147.9% | -34.9% | +48.3% |
| 5Y | +157.6% | +38.8% | +118.8% | +109.7% |
| 10Y | +368.4% | +44.6% | +323.8% | +239.9% |
| All | +3,152.7% | +963.1% | +2,189.5% | +1,179.8% |
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