+1,327.9%
GE vs IVZ
+973.1%
+354.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.6% |
| 7D | +2.7% | +7.6% | -5.0% | -0.1% |
| 30D | +8.1% | +4.3% | +3.7% | +6.3% |
| 3M | -7.9% | -9.3% | +1.5% | -4.6% |
| 6M | +12.9% | +5.2% | +7.7% | +10.1% |
| YTD | +8.2% | +13.4% | -5.3% | +2.0% |
| 1Y | +9.7% | +25.4% | -15.7% | -0.7% |
| 3Y | +266.1% | +152.5% | +113.6% | +145.9% |
| 5Y | +407.4% | +36.7% | +370.7% | +319.5% |
| 10Y | +150.3% | +45.0% | +105.3% | +87.8% |
| All | +1,327.9% | +973.1% | +354.9% | +417.1% |
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 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