+51.3%
GEV vs IVZ
+49.7%
+1.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | +1.6% | -2.4% | +4.0% | +2.6% |
| 30D | -7.9% | +3.0% | -11.0% | -9.1% |
| 3M | +5.6% | +14.9% | -9.2% | -0.4% |
| 6M | +13.1% | +36.7% | -23.7% | 0.0% |
| YTD | +46.7% | +25.7% | +21.1% | +28.3% |
| 1Y | +51.3% | +47.7% | +3.6% | +26.9% |
| All | +51.3% | +49.7% | +1.6% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling