+295.8%
FTI vs IVZ
+65.9%
+229.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -4.4% | -2.4% | -2.0% | -3.1% |
| 30D | +1.5% | +3.0% | -1.5% | -0.3% |
| 3M | +8.2% | +14.9% | -6.7% | -1.0% |
| 6M | +18.8% | +36.7% | -17.9% | -2.5% |
| YTD | +71.7% | +25.7% | +46.0% | +46.3% |
| 1Y | +90.0% | +47.7% | +42.4% | +46.3% |
| 3Y | +270.5% | +138.8% | +131.7% | +102.4% |
| 5Y | +1,084.5% | +62.1% | +1,022.4% | +679.8% |
| All | +295.8% | +65.9% | +229.9% | +108.2% |
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