+195.1%
FN vs IVZ
+37.2%
+157.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.6% | -4.7% |
| 7D | -4.1% | +2.2% | -6.2% | -4.8% |
| 30D | -28.3% | -2.2% | -26.2% | -26.9% |
| 3M | -33.9% | -8.4% | -25.4% | -30.1% |
| 6M | -43.9% | +6.2% | -50.1% | -45.2% |
| YTD | -23.4% | +12.4% | -35.8% | -28.2% |
| 1Y | -25.4% | +26.0% | -51.4% | -33.9% |
| 3Y | +107.9% | +147.9% | -40.0% | +27.3% |
| 5Y | +195.1% | +38.8% | +156.3% | +132.6% |
| All | +195.1% | +37.2% | +157.9% | +132.6% |
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