+519.9%
FIX vs IVZ
+147.9%
+372.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.9% | +5.5% |
| 7D | +6.4% | -2.8% | +9.2% | +8.5% |
| 30D | -29.1% | -2.2% | -26.9% | -28.1% |
| 3M | -31.1% | -8.1% | -23.1% | -27.8% |
| 6M | -42.8% | +3.8% | -46.6% | -43.9% |
| YTD | +24.6% | +11.5% | +13.2% | +16.2% |
| 1Y | +21.9% | +23.7% | -1.8% | +7.4% |
| All | +519.9% | +147.9% | +372.0% | +241.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling