+12,471.5%
FIX vs IVZ
+583.0%
+11,888.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | -7.2% | +4.0% | -11.2% | -8.6% |
| 3M | -15.9% | +18.2% | -34.0% | -20.7% |
| 6M | +12.7% | +32.8% | -20.1% | +2.1% |
| YTD | +72.8% | +28.7% | +44.0% | +57.4% |
| 1Y | +122.9% | +55.4% | +67.5% | +90.0% |
| 3Y | +774.3% | +135.2% | +639.1% | +535.4% |
| 5Y | +2,049.5% | +64.2% | +1,985.3% | +1,627.0% |
| 10Y | +5,821.5% | +64.6% | +5,756.8% | +4,310.8% |
| All | +12,471.5% | +583.0% | +11,888.4% | +6,286.4% |
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