+693.0%
FN vs IVZ
+43.7%
+649.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.4% | -9.7% | -8.3% |
| 7D | +0.3% | +7.6% | -7.3% | -2.8% |
| 30D | -16.5% | +4.3% | -20.9% | -17.7% |
| 3M | -42.1% | -9.3% | -32.8% | -39.3% |
| 6M | -52.9% | +5.2% | -58.1% | -53.6% |
| YTD | -28.0% | +13.4% | -41.4% | -31.6% |
| 1Y | -18.5% | +25.4% | -43.9% | -25.6% |
| 3Y | +93.9% | +152.5% | -58.6% | +33.2% |
| 5Y | +170.5% | +36.7% | +133.8% | +125.0% |
| All | +693.0% | +43.7% | +649.3% | +534.3% |
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