+3,553.2%
FIX vs IVZ
+43.7%
+3,509.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -2.6% |
| 7D | +9.4% | +7.6% | +1.8% | +5.5% |
| 30D | -27.8% | +4.3% | -32.1% | -29.3% |
| 3M | -35.6% | -9.3% | -26.2% | -32.2% |
| 6M | -45.2% | +5.2% | -50.5% | -46.6% |
| YTD | +19.5% | +13.4% | +6.0% | +11.2% |
| 1Y | +24.2% | +25.4% | -1.1% | +9.8% |
| 3Y | +494.2% | +152.5% | +341.7% | +260.2% |
| 5Y | +1,036.1% | +36.7% | +999.4% | +798.4% |
| All | +3,553.2% | +43.7% | +3,509.5% | +2,094.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling