+677.6%
GIS vs IVZ
+1,117.8%
-440.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | -7.8% | +0.6% | -8.5% | -7.9% |
| 30D | +6.6% | +4.0% | +2.6% | +6.2% |
| 3M | +21.0% | +18.2% | +2.8% | +19.0% |
| 6M | -9.1% | +32.8% | -41.9% | -11.6% |
| YTD | -13.6% | +28.7% | -42.4% | -15.9% |
| 1Y | -18.0% | +55.4% | -73.4% | -21.7% |
| 3Y | -33.7% | +135.2% | -168.9% | -39.7% |
| 5Y | -19.4% | +64.2% | -83.6% | -25.3% |
| 10Y | -21.3% | +64.6% | -85.9% | -29.9% |
| All | +677.6% | +1,117.8% | -440.3% | +476.4% |
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