+281.8%
GE vs IVZ
+140.4%
+141.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | 0.0% |
| 7D | +1.2% | +1.1% | +0.1% | +0.8% |
| 30D | -9.5% | +3.1% | -12.6% | -10.4% |
| 3M | +4.1% | +18.2% | -14.0% | -1.6% |
| 6M | +3.9% | +38.6% | -34.7% | -6.6% |
| YTD | +9.0% | +25.9% | -16.9% | +0.4% |
| 1Y | +21.9% | +51.7% | -29.7% | +5.7% |
| 3Y | +281.8% | +138.7% | +143.1% | +175.7% |
| All | +281.8% | +140.4% | +141.4% | +175.7% |
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