-80.3%
FIG vs IVZ
+56.9%
-137.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -4.6% |
| 7D | -16.4% | +1.1% | -17.5% | -16.8% |
| 30D | -2.3% | +3.1% | -5.4% | -3.7% |
| 3M | +7.8% | +18.2% | -10.4% | -1.8% |
| 6M | -21.8% | +38.6% | -60.5% | -37.1% |
| YTD | -39.1% | +25.9% | -65.0% | -47.8% |
| 1Y | -56.6% | +51.7% | -108.3% | -67.2% |
| All | -80.3% | +56.9% | -137.2% | -84.9% |
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