+334.4%
AMD vs IVZ
+150.9%
+183.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +6.5% | +2.2% | +4.3% | +6.0% |
| 30D | -15.3% | -2.2% | -13.1% | -13.3% |
| 3M | +9.7% | -8.4% | +18.2% | +16.5% |
| 6M | +13.2% | +6.2% | +7.0% | +11.2% |
| YTD | +140.6% | +12.4% | +128.2% | +128.2% |
| 1Y | +111.2% | +26.0% | +85.2% | +89.0% |
| 3Y | +334.4% | +147.9% | +186.6% | +171.5% |
| All | +334.4% | +150.9% | +183.5% | +171.5% |
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