+417.9%
GE vs IVZ
+61.5%
+356.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | -11.3% | +1.8% | -13.0% | -11.9% |
| 3M | -1.4% | +15.7% | -17.1% | -7.3% |
| 6M | +1.2% | +36.3% | -35.1% | -10.8% |
| YTD | +5.9% | +24.9% | -19.0% | -4.0% |
| 1Y | +18.4% | +48.9% | -30.5% | -0.4% |
| 3Y | +271.0% | +136.8% | +134.2% | +144.9% |
| 5Y | +417.9% | +60.0% | +358.0% | +297.1% |
| All | +417.9% | +61.5% | +356.5% | +297.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling