+64.7%
D vs IVZ
+144.8%
-80.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +1.5% | +0.6% | +0.8% | +1.4% |
| 30D | -2.6% | +4.0% | -6.6% | -3.0% |
| 3M | 0.0% | +18.2% | -18.2% | -2.1% |
| 6M | +7.4% | +32.8% | -25.5% | +3.5% |
| YTD | +15.9% | +28.7% | -12.9% | +11.8% |
| 1Y | +18.1% | +55.4% | -37.3% | +10.4% |
| All | +64.7% | +144.8% | -80.1% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling