+126.0%
GOOGL vs IVZ
+150.4%
-24.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | +3.9% | +6.8% | -2.9% | +2.0% |
| 30D | -14.9% | +3.5% | -18.5% | -15.9% |
| 3M | -14.6% | -10.0% | -4.5% | -12.4% |
| 6M | -26.4% | +4.5% | -30.9% | -27.7% |
| YTD | -5.3% | +12.6% | -17.9% | -9.4% |
| 1Y | +6.5% | +24.4% | -18.0% | -1.0% |
| 3Y | +126.0% | +150.6% | -24.5% | +82.8% |
| All | +126.0% | +150.4% | -24.3% | +82.8% |
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