+794.1%
FN vs IVZ
+48.7%
+745.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.6% | -4.7% |
| 7D | -4.1% | +2.2% | -6.2% | -4.6% |
| 30D | -28.3% | -2.2% | -26.2% | -27.2% |
| 3M | -33.9% | -8.4% | -25.4% | -30.9% |
| 6M | -43.9% | +6.2% | -50.1% | -44.9% |
| YTD | -23.4% | +12.4% | -35.8% | -26.9% |
| 1Y | -25.4% | +26.0% | -51.4% | -31.9% |
| 3Y | +107.9% | +147.9% | -40.0% | +44.0% |
| 5Y | +195.1% | +38.8% | +156.3% | +144.8% |
| 10Y | +794.1% | +44.6% | +749.5% | +629.2% |
| All | +794.1% | +48.7% | +745.4% | +629.2% |
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