+147.5%
GE vs IVZ
+65.9%
+81.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.7% |
| 7D | -4.0% | -2.4% | -1.6% | -2.9% |
| 30D | -11.4% | +3.0% | -14.4% | -12.7% |
| 3M | -2.6% | +14.9% | -17.5% | -9.3% |
| 6M | -0.3% | +36.7% | -37.1% | -14.6% |
| YTD | +5.4% | +25.7% | -20.3% | -6.7% |
| 1Y | +15.5% | +47.7% | -32.2% | -5.9% |
| 3Y | +260.8% | +138.8% | +121.9% | +120.0% |
| 5Y | +421.6% | +62.1% | +359.6% | +272.2% |
| All | +147.5% | +65.9% | +81.6% | +42.0% |
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