-24.8%
GIS vs IVZ
+49.7%
-74.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.2% |
| 7D | -6.4% | -2.4% | -4.0% | -6.6% |
| 30D | -6.1% | +3.0% | -9.1% | -5.8% |
| 3M | +7.8% | +14.9% | -7.0% | +9.5% |
| 6M | -8.8% | +36.7% | -45.5% | -5.7% |
| YTD | -19.1% | +25.7% | -44.8% | -16.9% |
| 1Y | -24.8% | +47.7% | -72.5% | -21.0% |
| All | -24.8% | +49.7% | -74.4% | -21.0% |
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