+478.5%
GS vs IVZ
+55.7%
+422.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.8% | -2.1% | +1.2% |
| 7D | +0.8% | +4.1% | -3.3% | -1.3% |
| 30D | +1.2% | -2.0% | +3.3% | +2.3% |
| 3M | -12.4% | -7.8% | -4.6% | -8.7% |
| 6M | -2.3% | +6.3% | -8.6% | -5.7% |
| YTD | +4.6% | +12.6% | -7.9% | -2.3% |
| 1Y | +17.5% | +27.6% | -10.1% | +2.8% |
| 3Y | +202.0% | +154.0% | +48.0% | +81.1% |
| 5Y | +152.4% | +37.3% | +115.1% | +98.6% |
| 10Y | +478.5% | +50.5% | +428.0% | +277.4% |
| All | +478.5% | +55.7% | +422.9% | +277.4% |
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