-25.7%
FN vs IVZ
+30.5%
-56.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.2% | -10.1% | -8.8% |
| 7D | -7.0% | +2.6% | -9.6% | -8.7% |
| 30D | -24.7% | -3.5% | -21.2% | -22.9% |
| 3M | -35.7% | -7.4% | -28.3% | -32.3% |
| 6M | -52.4% | +14.7% | -67.1% | -55.8% |
| YTD | -25.0% | +14.6% | -39.6% | -34.6% |
| 1Y | -25.7% | +30.7% | -56.4% | -42.6% |
| All | -25.7% | +30.5% | -56.2% | -42.6% |
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