+3,689.8%
FN vs IVZ
+239.5%
+3,450.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.6% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | -22.0% | +4.0% | -26.0% | -23.4% |
| 3M | -43.0% | +18.2% | -61.2% | -47.2% |
| 6M | -27.7% | +32.8% | -60.6% | -36.7% |
| YTD | -10.5% | +28.7% | -39.3% | -21.0% |
| 1Y | +12.5% | +55.4% | -42.9% | -8.8% |
| 3Y | +153.8% | +135.2% | +18.6% | +66.6% |
| 5Y | +288.0% | +64.2% | +223.8% | +188.2% |
| 10Y | +906.4% | +64.6% | +841.8% | +591.1% |
| All | +3,689.8% | +239.5% | +3,450.3% | +1,551.1% |
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