+327.4%
F vs IVZ
+1,117.8%
-790.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | +4.6% | +4.0% | +0.6% | +2.9% |
| 3M | -3.7% | +18.2% | -21.8% | -10.6% |
| 6M | +16.8% | +32.8% | -16.0% | +2.9% |
| YTD | +15.3% | +28.7% | -13.5% | +2.5% |
| 1Y | +31.0% | +55.4% | -24.4% | +7.4% |
| 3Y | +45.4% | +135.2% | -89.8% | -2.7% |
| 5Y | +54.7% | +64.2% | -9.5% | +19.4% |
| 10Y | +98.2% | +64.6% | +33.6% | +40.2% |
| All | +327.4% | +1,117.8% | -790.4% | +68.8% |
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