+50.0%
FANG vs IVZ
+134.7%
-84.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +2.9% | -2.4% | +5.3% | +3.4% |
| 30D | +2.6% | +3.0% | -0.4% | +1.8% |
| 3M | +7.6% | +14.9% | -7.3% | +3.6% |
| 6M | +17.3% | +36.7% | -19.4% | +6.8% |
| YTD | +38.7% | +25.7% | +13.0% | +28.5% |
| 1Y | +51.6% | +47.7% | +3.9% | +32.0% |
| 3Y | +50.0% | +138.8% | -88.9% | +10.1% |
| All | +50.0% | +134.7% | -84.8% | +10.1% |
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