+348.0%
AMD vs IVZ
+144.8%
+203.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.1% |
| 7D | +2.6% | +0.6% | +1.9% | +2.2% |
| 30D | -0.9% | +4.0% | -4.9% | -3.1% |
| 3M | -8.7% | +18.2% | -26.9% | -16.4% |
| 6M | +136.3% | +32.8% | +103.5% | +103.7% |
| YTD | +123.0% | +28.7% | +94.2% | +93.9% |
| 1Y | +195.2% | +55.4% | +139.8% | +134.0% |
| All | +348.0% | +144.8% | +203.2% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling