+79.8%
F vs IVZ
+48.5%
+31.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | -2.4% | +4.0% | +2.6% |
| 30D | +2.6% | -11.2% | +13.9% | +8.4% |
| 3M | -8.8% | -14.0% | +5.2% | -2.2% |
| 6M | +4.6% | +0.5% | +4.2% | +2.7% |
| YTD | -1.9% | +5.4% | -7.3% | -6.9% |
| 1Y | -0.8% | +19.5% | -20.2% | -11.9% |
| 3Y | +43.5% | +128.7% | -85.2% | -13.9% |
| 5Y | -12.1% | +28.8% | -40.8% | -29.8% |
| All | +79.8% | +48.5% | +31.4% | +14.8% |
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