+67.3%
F vs IVZ
+43.7%
+23.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -1.1% |
| 7D | -3.1% | +7.6% | -10.7% | -6.7% |
| 30D | 0.0% | +4.3% | -4.3% | -2.6% |
| 3M | -13.2% | -9.3% | -3.9% | -9.4% |
| 6M | -10.2% | +5.2% | -15.5% | -13.9% |
| YTD | -4.9% | +13.4% | -18.4% | -13.1% |
| 1Y | -6.1% | +25.4% | -31.5% | -18.7% |
| 3Y | +46.0% | +152.5% | -106.5% | -17.0% |
| 5Y | -15.7% | +36.7% | -52.4% | -34.9% |
| All | +67.3% | +43.7% | +23.7% | +8.2% |
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