+51.5%
FE vs IVZ
+136.1%
-84.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | +1.9% | +0.6% | +1.3% | +1.9% |
| 30D | -1.2% | +4.0% | -5.2% | -1.4% |
| 3M | +3.5% | +18.2% | -14.7% | +2.6% |
| 6M | -6.1% | +32.8% | -38.9% | -7.6% |
| YTD | +7.6% | +28.7% | -21.1% | +5.9% |
| 1Y | +11.9% | +55.4% | -43.5% | +8.4% |
| All | +51.5% | +136.1% | -84.6% | +28.0% |
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