+151.2%
GE vs IVZ
+40.3%
+110.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | +5.1% | +5.1% | 0.0% | +2.7% |
| 30D | +7.6% | -1.6% | +9.1% | +8.1% |
| 3M | -9.3% | -9.1% | -0.2% | -5.5% |
| 6M | +11.5% | +1.8% | +9.8% | +9.6% |
| YTD | +7.9% | +10.8% | -3.0% | +1.0% |
| 1Y | +7.6% | +19.1% | -11.5% | -3.0% |
| 3Y | +265.9% | +144.4% | +121.4% | +118.8% |
| 5Y | +405.9% | +33.6% | +372.4% | +297.8% |
| All | +151.2% | +40.3% | +110.9% | +54.0% |
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