+173.5%
FN vs IVZ
+27.3%
+146.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.7% | +11.7% |
| 7D | 0.0% | -2.4% | +2.4% | +1.7% |
| 30D | -34.3% | -11.2% | -23.1% | -29.5% |
| 3M | -39.9% | -14.0% | -25.9% | -34.3% |
| 6M | -51.8% | +0.5% | -52.3% | -51.6% |
| YTD | -28.1% | +5.4% | -33.6% | -30.3% |
| 1Y | -29.1% | +19.5% | -48.5% | -35.4% |
| 3Y | +102.4% | +128.7% | -26.3% | +29.1% |
| All | +173.5% | +27.3% | +146.2% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling