+7,601.2%
AMD vs IVZ
+45.7%
+7,555.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +6.5% | +2.2% | +4.3% | +6.2% |
| 30D | -15.3% | -2.2% | -13.1% | -13.6% |
| 3M | +9.7% | -8.4% | +18.2% | +15.3% |
| 6M | +13.2% | +6.2% | +7.0% | +11.6% |
| YTD | +140.6% | +12.4% | +128.2% | +130.2% |
| 1Y | +111.2% | +26.0% | +85.2% | +92.0% |
| 3Y | +334.4% | +147.9% | +186.6% | +185.1% |
| 5Y | +268.3% | +38.8% | +229.6% | +202.4% |
| All | +7,601.2% | +45.7% | +7,555.5% | +6,423.3% |
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