+263.7%
F vs IVZ
+897.2%
-633.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | -2.4% | +4.0% | +2.4% |
| 30D | +2.6% | -11.2% | +13.9% | +7.4% |
| 3M | -8.8% | -14.0% | +5.2% | -3.4% |
| 6M | +4.6% | +0.5% | +4.2% | +3.2% |
| YTD | -1.9% | +5.4% | -7.3% | -5.7% |
| 1Y | -0.8% | +19.5% | -20.2% | -9.6% |
| 3Y | +43.5% | +128.7% | -85.2% | -3.1% |
| 5Y | -12.1% | +28.8% | -40.8% | -25.1% |
| 10Y | +83.6% | +52.3% | +31.3% | +34.3% |
| All | +263.7% | +897.2% | -633.5% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling