+54.6%
FTI vs IVZ
+30.5%
+24.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.5% | -3.7% |
| 7D | -9.7% | +2.6% | -12.3% | -9.9% |
| 30D | -8.2% | -3.5% | -4.7% | -7.7% |
| 3M | -7.8% | -7.4% | -0.4% | -6.8% |
| 6M | -13.4% | +14.7% | -28.1% | -15.0% |
| YTD | +45.1% | +14.6% | +30.4% | +40.4% |
| 1Y | +54.6% | +30.7% | +23.9% | +45.4% |
| All | +54.6% | +30.5% | +24.1% | +45.4% |
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