+49.1%
D vs IVZ
+43.7%
+5.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.2% |
| 7D | -1.4% | +7.6% | -9.0% | -2.8% |
| 30D | +7.7% | +4.3% | +3.4% | +6.6% |
| 3M | -0.3% | -9.3% | +9.1% | +1.3% |
| 6M | +10.1% | +5.2% | +4.8% | +8.2% |
| YTD | +19.1% | +13.4% | +5.6% | +14.6% |
| 1Y | +15.9% | +25.4% | -9.5% | +9.1% |
| 3Y | +75.0% | +152.5% | -77.5% | +37.8% |
| 5Y | +13.4% | +36.7% | -23.3% | -0.4% |
| All | +49.1% | +43.7% | +5.5% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling