-35.0%
AUR vs IVZ
+41.1%
-76.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.5% |
| 7D | +11.1% | +1.2% | +9.9% | +10.0% |
| 30D | -6.9% | +1.8% | -8.7% | -8.5% |
| 3M | +5.5% | +15.7% | -10.2% | -7.5% |
| 6M | +41.0% | +36.3% | +4.7% | +7.3% |
| YTD | +69.3% | +24.9% | +44.3% | +38.2% |
| 1Y | +14.0% | +48.9% | -34.9% | -20.4% |
| 3Y | +90.1% | +136.8% | -46.8% | -12.2% |
| 5Y | -34.4% | +60.0% | -94.4% | -63.6% |
| All | -35.0% | +41.1% | -76.1% | -63.9% |
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