+278.2%
GE vs IVZ
+147.9%
+130.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.7% |
| 7D | +4.0% | -2.8% | +6.8% | +4.9% |
| 30D | +11.1% | -2.2% | +13.2% | +11.7% |
| 3M | -6.7% | -8.1% | +1.4% | -4.4% |
| 6M | +14.3% | +3.8% | +10.5% | +12.5% |
| YTD | +11.7% | +11.5% | +0.3% | +7.0% |
| 1Y | +10.9% | +23.7% | -12.8% | +2.7% |
| All | +278.2% | +147.9% | +130.3% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling