+2,838.4%
AON vs IVZ
+1,081.7%
+1,756.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -7.9% | +1.2% | -9.1% | -8.2% |
| 30D | -14.6% | +1.8% | -16.4% | -15.0% |
| 3M | -7.9% | +15.7% | -23.6% | -11.3% |
| 6M | -8.0% | +36.3% | -44.3% | -14.9% |
| YTD | -13.2% | +24.9% | -38.2% | -18.4% |
| 1Y | -16.4% | +48.9% | -65.4% | -24.6% |
| 3Y | -6.7% | +136.8% | -143.5% | -26.3% |
| 5Y | +8.0% | +60.0% | -51.9% | -9.0% |
| 10Y | +205.6% | +63.4% | +142.3% | +137.6% |
| All | +2,838.4% | +1,081.7% | +1,756.7% | +1,298.1% |
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