+141.7%
B vs IVZ
+897.2%
-755.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +9.6% | -2.4% | +12.0% | +9.8% |
| 30D | +3.5% | -11.2% | +14.7% | +4.7% |
| 3M | -1.6% | -14.0% | +12.4% | -0.2% |
| 6M | -1.7% | +0.5% | -2.1% | -1.7% |
| YTD | -5.3% | +5.4% | -10.8% | -5.8% |
| 1Y | +27.2% | +19.5% | +7.8% | +25.2% |
| 3Y | +166.1% | +128.7% | +37.4% | +145.4% |
| 5Y | +136.5% | +28.8% | +107.7% | +126.4% |
| 10Y | +172.2% | +52.3% | +119.9% | +148.8% |
| All | +141.7% | +897.2% | -755.5% | +71.7% |
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