-44.8%
COMP vs IVZ
+63.5%
-108.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.4% |
| 7D | +1.4% | +0.6% | +0.7% | +0.8% |
| 30D | -13.3% | +4.0% | -17.3% | -16.3% |
| 3M | +41.1% | +18.2% | +22.9% | +20.9% |
| 6M | +17.2% | +32.8% | -15.6% | -8.6% |
| YTD | +5.2% | +28.7% | -23.5% | -15.9% |
| 1Y | +18.9% | +55.4% | -36.4% | -20.3% |
| 3Y | +215.9% | +135.2% | +80.7% | +35.5% |
| 5Y | -31.2% | +64.2% | -95.4% | -62.6% |
| All | -44.8% | +63.5% | -108.3% | -70.1% |
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 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