+131.6%
C vs IVZ
+63.4%
+68.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | +3.2% | +1.1% | +2.1% | +2.6% |
| 30D | +1.3% | +3.1% | -1.8% | -0.3% |
| 3M | +3.1% | +18.2% | -15.1% | -5.7% |
| 6M | +29.6% | +38.6% | -9.0% | +8.9% |
| YTD | +19.0% | +25.9% | -7.0% | +4.7% |
| 1Y | +45.6% | +51.7% | -6.0% | +16.3% |
| 3Y | +269.3% | +138.7% | +130.6% | +126.0% |
| 5Y | +131.6% | +62.8% | +68.8% | +61.4% |
| All | +131.6% | +63.4% | +68.2% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling