+576.2%
FE vs IVZ
+489.9%
+86.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +1.9% | +0.6% | +1.3% | +1.8% |
| 30D | -1.2% | +4.0% | -5.2% | -1.8% |
| 3M | +3.5% | +18.2% | -14.7% | +0.4% |
| 6M | -6.1% | +32.8% | -38.9% | -10.8% |
| YTD | +7.6% | +28.7% | -21.1% | +2.4% |
| 1Y | +11.9% | +55.4% | -43.5% | +3.1% |
| 3Y | +48.4% | +135.2% | -86.8% | +25.1% |
| 5Y | +44.8% | +64.2% | -19.4% | +27.0% |
| 10Y | +115.9% | +64.6% | +51.3% | +76.7% |
| All | +576.2% | +489.9% | +86.4% | +366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling