-35.7%
AUR vs IVZ
+41.9%
-77.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.7% |
| 7D | +1.4% | -2.4% | +3.8% | +3.4% |
| 30D | -6.4% | +3.0% | -9.4% | -8.9% |
| 3M | +7.7% | +14.9% | -7.2% | -4.8% |
| 6M | +44.5% | +36.7% | +7.8% | +9.8% |
| YTD | +67.4% | +25.7% | +41.8% | +36.1% |
| 1Y | +15.4% | +47.7% | -32.3% | -18.8% |
| 3Y | +94.8% | +138.8% | -44.0% | -10.7% |
| 5Y | -35.1% | +62.1% | -97.2% | -64.1% |
| All | -35.7% | +41.9% | -77.6% | -64.4% |
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 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