-49.3%
COMP vs IVZ
+33.8%
-83.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | +13.4% | -2.4% | +15.9% | +16.1% |
| 30D | +11.1% | -11.2% | +22.3% | +23.4% |
| 3M | -18.8% | -14.0% | -4.9% | -7.5% |
| 6M | +10.5% | +0.5% | +10.0% | +9.0% |
| YTD | -3.4% | +5.4% | -8.8% | -8.1% |
| 1Y | +19.7% | +19.5% | +0.2% | +1.6% |
| 3Y | +381.6% | +128.7% | +252.9% | +106.2% |
| 5Y | -17.6% | +28.8% | -46.4% | -45.7% |
| All | -49.3% | +33.8% | -83.2% | -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 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