+826.4%
FN vs IVZ
+55.7%
+770.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.8% | +5.1% | +9.0% |
| 7D | +16.3% | +4.1% | +12.2% | +14.8% |
| 30D | -24.7% | -2.0% | -22.7% | -23.6% |
| 3M | -34.9% | -7.8% | -27.1% | -32.2% |
| 6M | -41.1% | +6.3% | -47.4% | -42.2% |
| YTD | -19.6% | +12.6% | -32.2% | -23.3% |
| 1Y | -18.5% | +27.6% | -46.2% | -26.0% |
| 3Y | +119.1% | +154.0% | -34.9% | +50.6% |
| 5Y | +206.9% | +37.3% | +169.6% | +155.5% |
| 10Y | +826.4% | +50.5% | +775.9% | +668.5% |
| All | +826.4% | +55.7% | +770.8% | +668.5% |
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 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