-12.1%
GFS vs IVZ
+42.2%
-54.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -5.3% | +2.2% | -7.5% | -6.5% |
| 30D | -15.8% | -2.2% | -13.6% | -14.8% |
| 3M | -18.6% | -8.4% | -10.2% | -14.4% |
| 6M | -45.0% | +6.2% | -51.1% | -47.1% |
| YTD | +16.8% | +12.4% | +4.4% | +7.0% |
| 1Y | +17.8% | +26.0% | -8.2% | +0.4% |
| 3Y | -21.5% | +147.9% | -169.4% | -58.2% |
| 5Y | -29.3% | +38.8% | -68.1% | -45.2% |
| All | -12.1% | +42.2% | -54.3% | -32.1% |
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 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