+11,280.1%
AME vs IVZ
+1,117.8%
+10,162.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | -6.7% | +4.0% | -10.7% | -7.8% |
| 3M | +4.1% | +18.2% | -14.1% | -1.4% |
| 6M | +1.6% | +32.8% | -31.2% | -7.3% |
| YTD | +16.1% | +28.7% | -12.6% | +6.6% |
| 1Y | +27.3% | +55.4% | -28.0% | +9.9% |
| 3Y | +50.9% | +135.2% | -84.3% | +11.3% |
| 5Y | +81.4% | +64.2% | +17.2% | +45.0% |
| 10Y | +417.0% | +64.6% | +352.4% | +282.0% |
| All | +11,280.1% | +1,117.8% | +10,162.3% | +4,527.2% |
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