+122.9%
FIX vs IVZ
+56.4%
+66.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | +6.0% | +0.6% | +5.4% | +5.6% |
| 30D | -7.2% | +4.0% | -11.2% | -9.5% |
| 3M | -15.9% | +18.2% | -34.0% | -23.9% |
| 6M | +12.7% | +32.8% | -20.1% | -4.9% |
| YTD | +72.8% | +28.7% | +44.0% | +42.4% |
| 1Y | +122.9% | +55.4% | +67.5% | +60.8% |
| All | +122.9% | +56.4% | +66.4% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling