+208.6%
B vs IVZ
+48.7%
+159.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | +7.1% | +2.2% | +5.0% | +6.8% |
| 30D | -3.3% | -2.2% | -1.2% | -3.1% |
| 3M | -2.5% | -8.4% | +5.9% | -1.6% |
| 6M | -7.2% | +6.2% | -13.4% | -7.8% |
| YTD | -7.4% | +12.4% | -19.8% | -8.5% |
| 1Y | +16.4% | +26.0% | -9.6% | +13.9% |
| 3Y | +178.7% | +147.9% | +30.9% | +157.7% |
| 5Y | +121.7% | +38.8% | +82.9% | +107.4% |
| 10Y | +208.6% | +44.6% | +164.0% | +180.0% |
| All | +208.6% | +48.7% | +159.9% | +180.0% |
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 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