+1,076.9%
ATI vs IVZ
+61.5%
+1,015.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +2.4% | +1.2% | +1.2% | +1.8% |
| 30D | -9.5% | +1.8% | -11.3% | -10.3% |
| 3M | +10.4% | +15.7% | -5.4% | +2.3% |
| 6M | +31.8% | +36.3% | -4.5% | +12.3% |
| YTD | +80.0% | +24.9% | +55.0% | +58.6% |
| 1Y | +175.8% | +48.9% | +126.9% | +121.9% |
| 3Y | +364.2% | +136.8% | +227.4% | +185.7% |
| 5Y | +1,076.9% | +60.0% | +1,016.9% | +734.4% |
| All | +1,076.9% | +61.5% | +1,015.4% | +734.4% |
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 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