+804.7%
FN vs IVZ
+44.4%
+760.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.2% |
| 7D | +8.0% | -2.8% | +10.8% | +9.8% |
| 30D | -19.1% | -2.2% | -17.0% | -17.9% |
| 3M | -29.8% | -8.1% | -21.7% | -26.8% |
| 6M | -43.2% | +3.8% | -47.0% | -43.7% |
| YTD | -18.9% | +11.5% | -30.4% | -22.4% |
| 1Y | -17.9% | +23.7% | -41.6% | -24.4% |
| 3Y | +120.1% | +145.8% | -25.7% | +53.0% |
| 5Y | +206.7% | +36.1% | +170.6% | +156.2% |
| 10Y | +804.7% | +42.4% | +762.2% | +634.8% |
| All | +804.7% | +44.4% | +760.2% | +634.8% |
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