+122.7%
FE vs IVZ
+44.4%
+78.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.4% | -2.8% | +2.4% | 0.0% |
| 30D | +3.6% | -2.2% | +5.8% | +3.8% |
| 3M | +0.3% | -8.1% | +8.4% | +1.7% |
| 6M | +6.4% | +3.8% | +2.6% | +4.8% |
| YTD | +8.1% | +11.5% | -3.3% | +4.1% |
| 1Y | +4.6% | +23.7% | -19.1% | -1.7% |
| 3Y | +49.1% | +145.8% | -96.7% | +15.6% |
| 5Y | +46.1% | +36.1% | +10.0% | +27.6% |
| 10Y | +122.7% | +42.4% | +80.3% | +38.6% |
| All | +122.7% | +44.4% | +78.3% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling