+784.0%
AU vs IVZ
+278.0%
+505.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +0.6% | +1.2% | -0.5% | +0.5% |
| 30D | +12.3% | +1.8% | +10.5% | +12.0% |
| 3M | +29.4% | +15.7% | +13.6% | +26.8% |
| 6M | +3.2% | +36.3% | -33.1% | -0.8% |
| YTD | +31.8% | +24.9% | +6.9% | +27.8% |
| 1Y | +83.4% | +48.9% | +34.5% | +73.9% |
| 3Y | +623.1% | +136.8% | +486.3% | +538.6% |
| 5Y | +700.5% | +60.0% | +640.5% | +630.6% |
| 10Y | +717.6% | +63.4% | +654.2% | +608.2% |
| All | +784.0% | +278.0% | +505.9% | +555.0% |
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