+216.9%
B vs IVZ
+40.3%
+176.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -3.1% |
| 7D | -6.2% | +5.1% | -11.3% | -6.7% |
| 30D | -6.6% | -1.6% | -5.1% | -6.5% |
| 3M | -7.9% | -9.1% | +1.3% | -6.9% |
| 6M | -16.8% | +1.8% | -18.6% | -16.9% |
| YTD | -11.7% | +10.8% | -22.5% | -12.7% |
| 1Y | +3.5% | +19.1% | -15.6% | +1.7% |
| 3Y | +165.7% | +144.4% | +21.3% | +145.9% |
| 5Y | +108.4% | +33.6% | +74.9% | +95.3% |
| All | +216.9% | +40.3% | +176.6% | +188.1% |
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