+132.5%
GOOGL vs IVZ
+61.5%
+71.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -1.9% | +1.2% | -3.0% | -2.3% |
| 30D | -7.5% | +1.8% | -9.2% | -8.1% |
| 3M | -9.2% | +15.7% | -24.9% | -14.1% |
| 6M | +8.1% | +36.3% | -28.3% | -3.8% |
| YTD | +5.8% | +24.9% | -19.1% | -3.4% |
| 1Y | +38.3% | +48.9% | -10.6% | +18.0% |
| 3Y | +144.8% | +136.8% | +7.9% | +67.4% |
| 5Y | +132.5% | +60.0% | +72.6% | +74.8% |
| All | +132.5% | +61.5% | +71.1% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling