+46.3%
FE vs IVZ
+27.3%
+19.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | +4.1% | -11.2% | +15.4% | +5.5% |
| 3M | -1.0% | -14.0% | +13.0% | +0.6% |
| 6M | +4.0% | +0.5% | +3.6% | +3.4% |
| YTD | +6.8% | +5.4% | +1.4% | +5.1% |
| 1Y | +5.3% | +19.5% | -14.2% | +1.6% |
| 3Y | +44.6% | +128.7% | -84.1% | +21.1% |
| All | +46.3% | +27.3% | +19.0% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling