+84.1%
F vs IVZ
+60.3%
+23.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.5% |
| 7D | -4.9% | +1.2% | -6.0% | -5.4% |
| 30D | -2.9% | +1.8% | -4.7% | -3.8% |
| 3M | -9.1% | +15.7% | -24.8% | -16.2% |
| 6M | +12.9% | +36.3% | -23.4% | -4.7% |
| YTD | +6.1% | +24.9% | -18.9% | -7.0% |
| 1Y | +22.5% | +48.9% | -26.4% | -2.3% |
| 3Y | +32.1% | +136.8% | -104.8% | -21.5% |
| 5Y | +43.7% | +60.0% | -16.2% | +3.1% |
| 10Y | +84.1% | +63.4% | +20.8% | +11.6% |
| All | +84.1% | +60.3% | +23.8% | +11.6% |
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