+207.2%
C vs IVZ
+40.3%
+166.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.2% |
| 7D | +4.7% | +5.1% | -0.4% | +1.7% |
| 30D | +0.2% | -1.6% | +1.7% | +0.7% |
| 3M | -9.3% | -9.1% | -0.2% | -4.7% |
| 6M | -0.8% | +1.8% | -2.6% | -3.0% |
| YTD | +8.5% | +10.8% | -2.3% | +0.4% |
| 1Y | +23.1% | +19.1% | +4.0% | +9.0% |
| 3Y | +220.8% | +144.4% | +76.4% | +79.1% |
| 5Y | +112.4% | +33.6% | +78.8% | +62.3% |
| All | +207.2% | +40.3% | +166.8% | +93.9% |
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