+46.0%
F vs IVZ
+136.1%
-90.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +4.6% | +4.0% | +0.6% | +3.0% |
| 3M | -3.7% | +18.2% | -21.8% | -10.2% |
| 6M | +16.8% | +32.8% | -16.0% | +3.5% |
| YTD | +15.3% | +28.7% | -13.5% | +2.9% |
| 1Y | +31.0% | +55.4% | -24.4% | +7.9% |
| All | +46.0% | +136.1% | -90.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling