+8.8%
COMP vs IVZ
+25.0%
-16.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.4% |
| 7D | +2.2% | -2.8% | +4.9% | +4.7% |
| 30D | +16.3% | -2.2% | +18.5% | +18.6% |
| 3M | -19.1% | -8.1% | -11.1% | -13.2% |
| 6M | +17.1% | +3.8% | +13.3% | +11.9% |
| YTD | -2.9% | +11.5% | -14.4% | -13.8% |
| 1Y | +8.8% | +23.7% | -14.9% | -6.9% |
| All | +8.8% | +25.0% | -16.2% | -6.9% |
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 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