-22.6%
FPS vs IVZ
+13.7%
-36.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.2% | -21.5% | -20.7% |
| 7D | -23.3% | +2.6% | -26.0% | -25.3% |
| 30D | -42.4% | -3.5% | -38.9% | -40.7% |
| 3M | -43.0% | -7.4% | -35.7% | -39.3% |
| 6M | -44.5% | +14.7% | -59.2% | -49.2% |
| All | -22.6% | +13.7% | -36.4% | -30.4% |
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