+98.1%
AR vs IVZ
+37.2%
+60.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.6% | -2.3% | +2.2% |
| 7D | -5.8% | +2.2% | -7.9% | -6.6% |
| 30D | +4.8% | -2.2% | +7.0% | +5.1% |
| 3M | +1.5% | -8.4% | +9.9% | +3.8% |
| 6M | +4.7% | +6.2% | -1.5% | +0.7% |
| YTD | +9.2% | +12.4% | -3.2% | +1.2% |
| 1Y | +11.2% | +26.0% | -14.8% | -2.0% |
| 3Y | +46.2% | +147.9% | -101.6% | -9.1% |
| 5Y | +98.1% | +38.8% | +59.3% | +64.5% |
| All | +98.1% | +37.2% | +60.8% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling