+632.4%
GEV vs IVZ
+120.5%
+512.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.1% |
| 7D | +1.6% | -2.4% | +4.0% | +2.8% |
| 30D | -7.9% | +3.0% | -11.0% | -9.3% |
| 3M | +5.6% | +14.9% | -9.2% | -1.5% |
| 6M | +13.1% | +36.7% | -23.7% | -3.2% |
| YTD | +46.7% | +25.7% | +21.1% | +28.9% |
| 1Y | +51.3% | +47.7% | +3.6% | +21.9% |
| All | +632.4% | +120.5% | +512.0% | +344.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling