+38.5%
D vs IVZ
+60.3%
-21.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -0.4% | +1.2% | -1.6% | -0.7% |
| 30D | -2.1% | +1.8% | -3.9% | -2.4% |
| 3M | -0.7% | +15.7% | -16.5% | -3.9% |
| 6M | +5.6% | +36.3% | -30.8% | -1.2% |
| YTD | +14.6% | +24.9% | -10.4% | +8.6% |
| 1Y | +15.3% | +48.9% | -33.6% | +5.2% |
| 3Y | +59.1% | +136.8% | -77.7% | +28.2% |
| 5Y | +3.9% | +60.0% | -56.1% | -11.5% |
| 10Y | +38.5% | +63.4% | -24.9% | -10.0% |
| All | +38.5% | +60.3% | -21.8% | -10.0% |
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 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