+692.8%
GOOGL vs IVZ
+43.7%
+649.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.7% |
| 7D | +3.9% | +7.6% | -3.7% | +1.4% |
| 30D | -14.9% | +4.3% | -19.3% | -16.3% |
| 3M | -14.6% | -9.3% | -5.2% | -12.3% |
| 6M | -26.4% | +5.2% | -31.7% | -28.2% |
| YTD | -5.3% | +13.4% | -18.8% | -10.3% |
| 1Y | +6.5% | +25.4% | -18.9% | -2.4% |
| 3Y | +126.0% | +152.5% | -26.4% | +60.9% |
| 5Y | +100.8% | +36.7% | +64.1% | +68.7% |
| All | +692.8% | +43.7% | +649.2% | +531.2% |
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