-23.6%
FPS vs IVZ
+10.0%
-33.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.6% | -9.3% | -9.3% |
| 7D | +21.6% | +5.1% | +16.5% | +16.3% |
| 30D | -38.8% | -1.6% | -37.2% | -36.9% |
| 3M | -42.1% | -9.1% | -33.0% | -36.4% |
| 6M | -48.5% | +1.8% | -50.3% | -48.0% |
| All | -23.6% | +10.0% | -33.6% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling