+13,164.2%
GOOG vs IVZ
+569.9%
+12,594.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -1.6% | +1.2% | -2.7% | -1.9% |
| 30D | -7.7% | +1.8% | -9.4% | -8.2% |
| 3M | -9.3% | +15.7% | -25.0% | -13.6% |
| 6M | +7.4% | +36.3% | -28.9% | -2.9% |
| YTD | +4.9% | +24.9% | -20.1% | -3.1% |
| 1Y | +37.2% | +48.9% | -11.7% | +19.8% |
| 3Y | +141.6% | +136.8% | +4.8% | +77.4% |
| 5Y | +128.8% | +60.0% | +68.8% | +85.4% |
| 10Y | +772.7% | +63.4% | +709.4% | +539.0% |
| All | +13,164.2% | +569.9% | +12,594.3% | +6,720.2% |
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 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