-17.0%
COMP vs IVZ
+37.2%
-54.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.3% |
| 7D | +7.2% | +2.2% | +5.0% | +5.2% |
| 30D | +6.4% | -2.2% | +8.6% | +8.8% |
| 3M | -19.4% | -8.4% | -11.0% | -12.6% |
| 6M | +14.6% | +6.2% | +8.4% | +7.0% |
| YTD | -5.5% | +12.4% | -17.9% | -16.0% |
| 1Y | +13.7% | +26.0% | -12.4% | -9.9% |
| 3Y | +409.7% | +147.9% | +261.8% | +78.8% |
| 5Y | -17.0% | +38.8% | -55.8% | -48.0% |
| All | -17.0% | +37.2% | -54.2% | -48.0% |
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