+2,625.3%
FN vs IVZ
+178.0%
+2,447.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -8.0% | -6.2% | -10.4% |
| 7D | -16.0% | -6.7% | -9.3% | -12.9% |
| 30D | -40.1% | -10.9% | -29.2% | -36.4% |
| 3M | -43.9% | -14.8% | -29.1% | -39.2% |
| 6M | -55.6% | +2.4% | -58.0% | -55.9% |
| YTD | -35.7% | +5.4% | -41.1% | -37.3% |
| 1Y | -39.8% | +19.6% | -59.4% | -44.6% |
| 3Y | +80.3% | +122.4% | -42.2% | +22.8% |
| 5Y | +143.3% | +28.8% | +114.5% | +104.5% |
| 10Y | +682.3% | +52.3% | +630.0% | +450.1% |
| All | +2,625.3% | +178.0% | +2,447.3% | +1,211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling