+151.9%
B vs IVZ
+964.6%
-812.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.5% | +3.6% |
| 7D | +11.3% | +4.1% | +7.2% | +10.9% |
| 30D | +2.9% | -2.0% | +5.0% | +3.1% |
| 3M | -2.9% | -7.8% | +5.0% | -2.1% |
| 6M | -1.2% | +6.3% | -7.5% | -1.7% |
| YTD | -1.3% | +12.6% | -13.9% | -2.5% |
| 1Y | +30.4% | +27.6% | +2.8% | +27.5% |
| 3Y | +195.3% | +154.0% | +41.2% | +169.7% |
| 5Y | +146.2% | +37.3% | +108.9% | +134.3% |
| 10Y | +200.5% | +50.5% | +149.9% | +174.8% |
| All | +151.9% | +964.6% | -812.7% | +77.8% |
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