+740.7%
GOOGL vs IVZ
+64.1%
+676.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.8% | -2.4% | -0.4% | -2.1% |
| 30D | -3.2% | +2.5% | -5.7% | -4.0% |
| 3M | -6.6% | +17.1% | -23.7% | -11.4% |
| 6M | +8.5% | +35.1% | -26.7% | -1.7% |
| YTD | +6.5% | +24.3% | -17.8% | -1.5% |
| 1Y | +39.4% | +48.7% | -9.2% | +21.7% |
| 3Y | +146.2% | +135.6% | +10.6% | +80.3% |
| 5Y | +138.3% | +60.3% | +78.0% | +91.3% |
| All | +740.7% | +64.1% | +676.6% | +550.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling