+842.6%
ASX vs IVZ
+55.7%
+787.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.8% | +1.9% | +5.8% |
| 7D | -12.3% | +4.1% | -16.4% | -13.2% |
| 30D | -26.0% | -2.0% | -24.0% | -24.8% |
| 3M | -8.1% | -7.8% | -0.3% | -4.4% |
| 6M | +1.4% | +6.3% | -4.9% | +0.2% |
| YTD | +115.6% | +12.6% | +103.0% | +107.3% |
| 1Y | +128.0% | +27.6% | +100.4% | +108.6% |
| 3Y | +371.4% | +154.0% | +217.4% | +223.3% |
| 5Y | +469.4% | +37.3% | +432.1% | +374.4% |
| 10Y | +842.6% | +50.5% | +792.1% | +596.5% |
| All | +842.6% | +55.7% | +787.0% | +596.5% |
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