-1.6%
F vs IVZ
+25.5%
-27.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.1% | -1.4% |
| 7D | -0.6% | +4.1% | -4.7% | -2.1% |
| 30D | +2.9% | -2.0% | +4.9% | +3.3% |
| 3M | -9.5% | -7.8% | -1.6% | -7.2% |
| 6M | +4.0% | +6.3% | -2.3% | +1.0% |
| YTD | -1.3% | +12.6% | -13.8% | -8.0% |
| All | -1.6% | +25.5% | -27.1% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling