+860.4%
FN vs IVZ
+65.9%
+794.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.7% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | -22.0% | +4.0% | -26.0% | -23.3% |
| 3M | -43.0% | +18.2% | -61.2% | -46.7% |
| 6M | -27.7% | +32.8% | -60.6% | -35.8% |
| YTD | -10.5% | +28.7% | -39.3% | -19.9% |
| 1Y | +12.5% | +55.4% | -42.9% | -6.5% |
| 3Y | +153.8% | +135.2% | +18.6% | +76.1% |
| 5Y | +288.0% | +64.2% | +223.8% | +197.5% |
| All | +860.4% | +65.9% | +794.5% | +651.2% |
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