-17.9%
FN vs IVZ
+25.0%
-42.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.5% |
| 7D | +8.0% | -2.8% | +10.8% | +10.8% |
| 30D | -19.1% | -2.2% | -17.0% | -17.3% |
| 3M | -29.8% | -8.1% | -21.7% | -25.2% |
| 6M | -43.2% | +3.8% | -47.0% | -43.4% |
| YTD | -18.9% | +11.5% | -30.4% | -27.4% |
| 1Y | -17.9% | +23.7% | -41.6% | -31.7% |
| All | -17.9% | +25.0% | -42.8% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling