+7,843.3%
FIX vs IVZ
+459.3%
+7,384.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -17.5% | -2.4% | -15.0% | -16.8% |
| 30D | -41.6% | -11.2% | -30.4% | -39.0% |
| 3M | -40.6% | -14.0% | -26.6% | -37.3% |
| 6M | -49.4% | +0.5% | -49.8% | -49.4% |
| YTD | +9.2% | +5.4% | +3.8% | +6.9% |
| 1Y | +6.5% | +19.5% | -13.0% | -0.3% |
| 3Y | +448.7% | +128.7% | +320.0% | +304.7% |
| 5Y | +948.7% | +28.8% | +920.0% | +821.9% |
| 10Y | +3,659.7% | +52.3% | +3,607.4% | +2,806.0% |
| All | +7,843.3% | +459.3% | +7,384.0% | +4,237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling