-24.2%
AR vs IVZ
+72.2%
-96.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | +2.5% | +0.6% | +1.9% | +2.1% |
| 30D | +14.8% | +4.0% | +10.8% | +12.3% |
| 3M | +6.2% | +18.2% | -12.0% | -3.8% |
| 6M | +4.3% | +32.8% | -28.5% | -12.7% |
| YTD | +14.4% | +28.7% | -14.4% | -3.8% |
| 1Y | +21.3% | +55.4% | -34.0% | -8.3% |
| 3Y | +39.8% | +135.2% | -95.4% | -20.8% |
| 5Y | +142.1% | +64.2% | +77.9% | +60.7% |
| 10Y | +52.0% | +64.6% | -12.6% | -17.0% |
| All | -24.2% | +72.2% | -96.4% | -57.4% |
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