-83.6%
FIG vs IVZ
+38.9%
-122.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.3% |
| 7D | -14.3% | -2.8% | -11.5% | -12.5% |
| 30D | -13.6% | -2.2% | -11.5% | -12.2% |
| 3M | -23.7% | -8.1% | -15.6% | -20.2% |
| 6M | -5.4% | +3.8% | -9.2% | -8.0% |
| YTD | -49.2% | +11.5% | -60.7% | -53.7% |
| 1Y | -57.4% | +23.7% | -81.1% | -64.6% |
| All | -83.6% | +38.9% | -122.5% | -86.6% |
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