+11.4%
FPS vs IVZ
+25.0%
-13.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +4.9% |
| 7D | +10.4% | +1.1% | +9.3% | +9.2% |
| 30D | -16.5% | +3.1% | -19.6% | -18.7% |
| 3M | -45.5% | +18.2% | -63.7% | -52.0% |
| 6M | +2.1% | +38.6% | -36.5% | -19.6% |
| All | +11.4% | +25.0% | -13.5% | -7.4% |
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