+143.8%
GOOGL vs IVZ
+133.3%
+10.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -1.9% | +1.2% | -3.0% | -2.2% |
| 30D | -7.5% | +1.8% | -9.2% | -8.0% |
| 3M | -9.2% | +15.7% | -24.9% | -13.0% |
| 6M | +8.1% | +36.3% | -28.3% | -1.3% |
| YTD | +5.8% | +24.9% | -19.1% | -1.5% |
| 1Y | +38.3% | +48.9% | -10.6% | +22.3% |
| All | +143.8% | +133.3% | +10.5% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling