+1,375.0%
GE vs IVZ
+954.3%
+420.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.7% |
| 7D | +4.0% | -2.8% | +6.8% | +5.1% |
| 30D | +11.1% | -2.2% | +13.2% | +11.8% |
| 3M | -6.7% | -8.1% | +1.4% | -4.0% |
| 6M | +14.3% | +3.8% | +10.5% | +12.0% |
| YTD | +11.7% | +11.5% | +0.3% | +6.1% |
| 1Y | +10.9% | +23.7% | -12.8% | +0.9% |
| 3Y | +279.0% | +145.8% | +133.2% | +157.2% |
| 5Y | +427.0% | +36.1% | +390.9% | +336.5% |
| 10Y | +158.6% | +42.4% | +116.1% | +95.2% |
| All | +1,375.0% | +954.3% | +420.7% | +437.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling