+11,391.1%
AME vs IVZ
+954.3%
+10,436.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.1% | -2.8% | +3.8% | +2.0% |
| 30D | -4.1% | -2.2% | -1.9% | -3.5% |
| 3M | -6.3% | -8.1% | +1.8% | -4.1% |
| 6M | +3.5% | +3.8% | -0.2% | +1.8% |
| YTD | +17.3% | +11.5% | +5.8% | +12.3% |
| 1Y | +22.0% | +23.7% | -1.7% | +13.0% |
| 3Y | +62.0% | +145.8% | -83.8% | +18.0% |
| 5Y | +78.5% | +36.1% | +42.4% | +51.4% |
| 10Y | +441.6% | +42.4% | +399.2% | +317.9% |
| All | +11,391.1% | +954.3% | +10,436.8% | +4,775.1% |
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 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