+91.3%
AMCR vs IVZ
+154.2%
-63.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.5% |
| 7D | -6.3% | +1.2% | -7.4% | -6.6% |
| 30D | -7.1% | +1.8% | -8.9% | -7.6% |
| 3M | +12.7% | +15.7% | -3.1% | +8.3% |
| 6M | +5.2% | +36.3% | -31.2% | -2.9% |
| YTD | +8.1% | +24.9% | -16.9% | +1.5% |
| 1Y | +10.0% | +48.9% | -38.9% | -1.3% |
| 3Y | +6.6% | +136.8% | -130.2% | -16.8% |
| 5Y | -11.4% | +60.0% | -71.4% | -26.0% |
| 10Y | +13.3% | +63.4% | -50.1% | -24.1% |
| All | +91.3% | +154.2% | -63.0% | +27.6% |
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