+20.1%
COMP vs IVZ
+30.5%
-10.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.2% | +3.5% | +4.1% |
| 7D | +9.5% | +2.6% | +6.8% | +7.1% |
| 30D | +8.1% | -3.5% | +11.5% | +11.3% |
| 3M | -16.3% | -7.4% | -8.9% | -10.8% |
| 6M | +42.2% | +14.7% | +27.5% | +24.1% |
| YTD | -5.0% | +14.6% | -19.6% | -17.8% |
| 1Y | +20.1% | +30.7% | -10.6% | -4.1% |
| All | +20.1% | +30.5% | -10.4% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling