+44.3%
AR vs IVZ
+60.3%
-16.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.8% |
| 30D | +5.5% | +1.8% | +3.8% | +4.3% |
| 3M | +12.9% | +15.7% | -2.9% | +3.1% |
| 6M | +0.1% | +36.3% | -36.3% | -17.5% |
| YTD | +13.5% | +24.9% | -11.4% | -3.3% |
| 1Y | +21.6% | +48.9% | -27.4% | -6.5% |
| 3Y | +46.0% | +136.8% | -90.8% | -19.0% |
| 5Y | +143.7% | +60.0% | +83.8% | +62.6% |
| 10Y | +44.3% | +63.4% | -19.1% | -25.7% |
| All | +44.3% | +60.3% | -16.0% | -25.7% |
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