+578.0%
FE vs IVZ
+383.0%
+195.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | +5.2% | -11.2% | +16.4% | +7.0% |
| 3M | 0.0% | -14.0% | +13.9% | +2.1% |
| 6M | +5.0% | +0.5% | +4.6% | +4.3% |
| YTD | +7.9% | +5.4% | +2.5% | +5.8% |
| 1Y | +6.3% | +19.5% | -13.1% | +2.1% |
| 3Y | +46.0% | +128.7% | -82.7% | +23.3% |
| 5Y | +45.6% | +28.8% | +16.9% | +32.8% |
| 10Y | +109.3% | +52.3% | +57.0% | +73.5% |
| All | +578.0% | +383.0% | +195.0% | +381.4% |
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