+81.0%
F vs IVZ
+55.7%
+25.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.1% | -2.7% |
| 7D | -0.6% | +4.1% | -4.7% | -3.0% |
| 30D | +2.9% | -2.0% | +4.9% | +3.4% |
| 3M | -9.5% | -7.8% | -1.6% | -6.3% |
| 6M | +4.0% | +6.3% | -2.3% | -0.8% |
| YTD | -1.3% | +12.6% | -13.8% | -9.4% |
| 1Y | -1.9% | +27.6% | -29.6% | -15.9% |
| 3Y | +53.5% | +154.0% | -100.5% | -13.0% |
| 5Y | -15.1% | +37.3% | -52.4% | -34.5% |
| 10Y | +81.0% | +50.5% | +30.4% | +12.4% |
| All | +81.0% | +55.7% | +25.3% | +12.4% |
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