+652.8%
GS vs IVZ
+65.9%
+586.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -1.6% | +4.0% | -5.6% | -3.6% |
| 3M | -4.5% | +18.2% | -22.7% | -12.6% |
| 6M | +20.9% | +32.8% | -11.9% | +3.8% |
| YTD | +19.9% | +28.7% | -8.9% | +4.4% |
| 1Y | +41.4% | +55.4% | -14.0% | +11.5% |
| 3Y | +239.2% | +135.2% | +103.9% | +110.3% |
| 5Y | +185.0% | +64.2% | +120.9% | +103.3% |
| All | +652.8% | +65.9% | +586.9% | +376.2% |
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