-46.5%
COMP vs IVZ
+42.9%
-89.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | -0.2% |
| 7D | +14.5% | +4.1% | +10.4% | +10.7% |
| 30D | +14.9% | -2.0% | +16.9% | +17.2% |
| 3M | -14.2% | -7.8% | -6.4% | -7.9% |
| 6M | +23.7% | +6.3% | +17.4% | +16.2% |
| YTD | +2.1% | +12.6% | -10.5% | -8.3% |
| 1Y | +26.2% | +27.6% | -1.4% | +1.1% |
| 3Y | +470.9% | +154.0% | +316.9% | +121.5% |
| 5Y | -14.0% | +37.3% | -51.3% | -46.4% |
| All | -46.5% | +42.9% | -89.3% | -67.3% |
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