+242.9%
C vs IVZ
+1,117.8%
-875.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +3.6% | +0.6% | +3.0% | +3.2% |
| 30D | +0.1% | +4.0% | -3.9% | -2.2% |
| 3M | +2.4% | +18.2% | -15.8% | -7.5% |
| 6M | +24.9% | +32.8% | -7.9% | +4.9% |
| YTD | +19.8% | +28.7% | -8.9% | +2.1% |
| 1Y | +44.9% | +55.4% | -10.5% | +10.4% |
| 3Y | +263.0% | +135.2% | +127.8% | +108.7% |
| 5Y | +129.5% | +64.2% | +65.3% | +54.9% |
| 10Y | +291.6% | +64.6% | +227.0% | +139.7% |
| All | +242.9% | +1,117.8% | -875.0% | -10.7% |
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