+199.0%
AMD vs IVZ
+27.3%
+171.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | -2.4% | -8.6% | -8.8% |
| 30D | -30.5% | -11.2% | -19.3% | -23.9% |
| 3M | -8.2% | -14.0% | +5.8% | +2.5% |
| 6M | +6.6% | +0.5% | +6.1% | +7.8% |
| YTD | +109.7% | +5.4% | +104.2% | +103.3% |
| 1Y | +88.9% | +19.5% | +69.5% | +68.6% |
| 3Y | +301.8% | +128.7% | +173.1% | +109.2% |
| All | +199.0% | +27.3% | +171.7% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling