+6.5%
D vs IVZ
+63.4%
-56.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.9% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | -0.7% | +3.1% | -3.8% | -1.2% |
| 3M | +2.1% | +18.2% | -16.1% | -0.4% |
| 6M | +6.8% | +38.6% | -31.8% | +1.7% |
| YTD | +16.5% | +25.9% | -9.4% | +12.2% |
| 1Y | +19.2% | +51.7% | -32.5% | +11.1% |
| 3Y | +61.9% | +138.7% | -76.8% | +36.2% |
| 5Y | +6.5% | +62.8% | -56.2% | -9.7% |
| All | +6.5% | +63.4% | -56.8% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling