+2,805.4%
AMD vs IVZ
+1,117.8%
+1,687.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.2% |
| 7D | +2.6% | +0.6% | +1.9% | +2.3% |
| 30D | -0.9% | +4.0% | -4.9% | -2.7% |
| 3M | -8.7% | +18.2% | -26.9% | -15.0% |
| 6M | +136.3% | +32.8% | +103.5% | +108.6% |
| YTD | +123.0% | +28.7% | +94.2% | +98.8% |
| 1Y | +195.2% | +55.4% | +139.8% | +142.1% |
| 3Y | +336.3% | +135.2% | +201.1% | +188.7% |
| 5Y | +334.5% | +64.2% | +270.3% | +237.4% |
| 10Y | +6,259.1% | +64.6% | +6,194.5% | +4,188.8% |
| All | +2,805.4% | +1,117.8% | +1,687.6% | +940.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling