+3.6%
GOOG vs IVZ
+30.5%
-26.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -0.9% | +2.1% |
| 7D | -10.7% | +2.6% | -13.4% | -11.4% |
| 30D | -16.4% | -3.5% | -13.0% | -15.7% |
| 3M | -23.4% | -7.4% | -16.0% | -21.9% |
| 6M | -24.2% | +14.7% | -38.9% | -27.4% |
| YTD | -8.3% | +14.6% | -22.9% | -13.2% |
| 1Y | +3.6% | +30.7% | -27.1% | -5.2% |
| All | +3.6% | +30.5% | -26.9% | -5.2% |
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