+1,345.7%
D vs IVZ
+1,117.8%
+227.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +1.5% | +0.6% | +0.8% | +1.3% |
| 30D | -2.6% | +4.0% | -6.6% | -3.2% |
| 3M | 0.0% | +18.2% | -18.2% | -2.7% |
| 6M | +7.4% | +32.8% | -25.5% | +2.4% |
| YTD | +15.9% | +28.7% | -12.9% | +10.8% |
| 1Y | +18.1% | +55.4% | -37.3% | +9.5% |
| 3Y | +58.4% | +135.2% | -76.8% | +35.6% |
| 5Y | +5.2% | +64.2% | -59.0% | -6.8% |
| 10Y | +35.9% | +64.6% | -28.8% | +12.5% |
| All | +1,345.7% | +1,117.8% | +227.8% | +864.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling