+953.3%
ASX vs IVZ
+65.9%
+887.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | +5.2% | -2.4% | +7.6% | +6.2% |
| 30D | +0.5% | +3.0% | -2.5% | -0.8% |
| 3M | +8.3% | +14.9% | -6.5% | +2.9% |
| 6M | +82.0% | +36.7% | +45.3% | +61.8% |
| YTD | +147.6% | +25.7% | +121.9% | +126.1% |
| 1Y | +258.8% | +47.7% | +211.1% | +207.3% |
| 3Y | +452.1% | +138.8% | +313.2% | +283.2% |
| 5Y | +441.7% | +62.1% | +379.6% | +320.2% |
| All | +953.3% | +65.9% | +887.4% | +644.1% |
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 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