+7,765.4%
AMD vs IVZ
+42.6%
+7,722.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.3% | -9.5% |
| 7D | +18.9% | +6.8% | +12.1% | +15.4% |
| 30D | -6.4% | +3.5% | -10.0% | -7.2% |
| 3M | +10.6% | -10.0% | +20.6% | +17.0% |
| 6M | +19.9% | +4.5% | +15.4% | +18.9% |
| YTD | +149.4% | +12.6% | +136.8% | +138.1% |
| 1Y | +115.4% | +24.4% | +90.9% | +96.5% |
| 3Y | +357.3% | +150.6% | +206.7% | +198.3% |
| 5Y | +261.1% | +35.7% | +225.5% | +198.0% |
| All | +7,765.4% | +42.6% | +7,722.8% | +6,555.5% |
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