+133.5%
AMT vs IVZ
+44.4%
+89.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 7D | -2.4% | -2.8% | +0.4% | -1.9% |
| 30D | +4.2% | -2.2% | +6.4% | +4.4% |
| 3M | +13.4% | -8.1% | +21.5% | +15.0% |
| 6M | +9.4% | +3.8% | +5.6% | +7.6% |
| YTD | +11.7% | +11.5% | +0.2% | +7.6% |
| 1Y | +7.1% | +23.7% | -16.6% | +0.7% |
| 3Y | +15.1% | +145.8% | -130.7% | -11.3% |
| 5Y | -17.9% | +36.1% | -54.0% | -28.7% |
| 10Y | +133.5% | +42.4% | +91.1% | +55.5% |
| All | +133.5% | +44.4% | +89.1% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling