+193.4%
B vs IVZ
+61.1%
+132.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.2% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | +1.4% | +3.1% | -1.7% | +1.0% |
| 3M | +12.2% | +18.2% | -6.0% | +10.2% |
| 6M | -2.1% | +38.6% | -40.7% | -5.2% |
| YTD | +2.9% | +25.9% | -23.0% | +0.4% |
| 1Y | +55.3% | +51.7% | +3.6% | +49.2% |
| 3Y | +198.7% | +138.7% | +60.0% | +175.3% |
| 5Y | +153.8% | +62.8% | +91.0% | +134.6% |
| 10Y | +193.4% | +60.9% | +132.5% | +174.5% |
| All | +193.4% | +61.1% | +132.3% | +174.5% |
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