+49.0%
FE vs IVZ
+64.2%
-15.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +1.9% | +0.6% | +1.3% | +1.9% |
| 30D | -1.2% | +4.0% | -5.2% | -1.6% |
| 3M | +3.5% | +18.2% | -14.7% | +1.2% |
| 6M | -6.1% | +32.8% | -38.9% | -9.7% |
| YTD | +7.6% | +28.7% | -21.1% | +3.6% |
| 1Y | +11.9% | +55.4% | -43.5% | +4.6% |
| 3Y | +48.4% | +135.2% | -86.8% | +26.2% |
| All | +49.0% | +64.2% | -15.2% | +29.9% |
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