+1,401.2%
D vs IVZ
+963.1%
+438.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.4% | +2.2% | +0.2% | +2.0% |
| 30D | +10.9% | -2.2% | +13.1% | +11.1% |
| 3M | +2.8% | -8.4% | +11.3% | +3.9% |
| 6M | +12.7% | +6.2% | +6.5% | +11.1% |
| YTD | +20.3% | +12.4% | +7.9% | +17.1% |
| 1Y | +17.1% | +26.0% | -8.9% | +11.9% |
| 3Y | +75.1% | +147.9% | -72.7% | +48.4% |
| 5Y | +13.1% | +38.8% | -25.6% | +2.8% |
| 10Y | +48.3% | +44.6% | +3.7% | +25.0% |
| All | +1,401.2% | +963.1% | +438.1% | +919.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling