+53.9%
F vs IVZ
+64.2%
-10.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | +4.6% | +4.0% | +0.6% | +2.4% |
| 3M | -3.7% | +18.2% | -21.8% | -12.6% |
| 6M | +16.8% | +32.8% | -16.0% | -1.1% |
| YTD | +15.3% | +28.7% | -13.5% | -1.4% |
| 1Y | +31.0% | +55.4% | -24.4% | +0.3% |
| 3Y | +45.4% | +135.2% | -89.8% | -18.7% |
| All | +53.9% | +64.2% | -10.2% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling