+94.8%
AUR vs IVZ
+134.7%
-39.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.6% |
| 7D | +1.4% | -2.4% | +3.8% | +3.5% |
| 30D | -6.4% | +3.0% | -9.4% | -9.1% |
| 3M | +7.7% | +14.9% | -7.2% | -5.5% |
| 6M | +44.5% | +36.7% | +7.8% | +7.9% |
| YTD | +67.4% | +25.7% | +41.8% | +34.2% |
| 1Y | +15.4% | +47.7% | -32.3% | -21.1% |
| 3Y | +94.8% | +138.8% | -44.0% | -33.6% |
| All | +94.8% | +134.7% | -39.9% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling