+135.0%
GOOG vs IVZ
+57.9%
+77.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -2.5% | -2.4% | -0.1% | -1.7% |
| 30D | -3.6% | +2.5% | -6.1% | -4.5% |
| 3M | -6.4% | +17.1% | -23.5% | -11.9% |
| 6M | +7.8% | +35.1% | -27.4% | -3.8% |
| YTD | +5.5% | +24.3% | -18.8% | -3.6% |
| 1Y | +38.3% | +48.7% | -10.4% | +17.9% |
| 3Y | +143.1% | +135.6% | +7.5% | +66.2% |
| 5Y | +135.0% | +60.3% | +74.7% | +76.3% |
| All | +135.0% | +57.9% | +77.1% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling