+4.6%
FE vs IVZ
+25.0%
-20.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -0.4% | -2.8% | +2.4% | -0.5% |
| 30D | +3.6% | -2.2% | +5.8% | +3.5% |
| 3M | +0.3% | -8.1% | +8.4% | +0.1% |
| 6M | +6.4% | +3.8% | +2.6% | +7.0% |
| YTD | +8.1% | +11.5% | -3.3% | +9.0% |
| 1Y | +4.6% | +23.7% | -19.1% | +5.5% |
| All | +4.6% | +25.0% | -20.4% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling