+672.3%
AU vs IVZ
+65.9%
+606.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -4.3% | -2.4% | -1.9% | -4.0% |
| 30D | +7.3% | +3.0% | +4.3% | +7.0% |
| 3M | +26.3% | +14.9% | +11.5% | +24.5% |
| 6M | +1.8% | +36.7% | -35.0% | -1.1% |
| YTD | +26.8% | +25.7% | +1.1% | +23.9% |
| 1Y | +66.7% | +47.7% | +19.0% | +60.9% |
| 3Y | +579.1% | +138.8% | +440.2% | +530.9% |
| 5Y | +689.3% | +62.1% | +627.2% | +628.3% |
| All | +672.3% | +65.9% | +606.4% | +613.2% |
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