+16.0%
GS vs IVZ
+22.9%
-6.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -1.1% |
| 7D | +5.9% | +7.6% | -1.7% | +1.2% |
| 30D | +4.3% | +4.3% | 0.0% | +1.6% |
| 3M | -11.7% | -9.3% | -2.3% | -6.5% |
| 6M | -3.2% | +5.2% | -8.4% | -6.4% |
| YTD | +5.8% | +13.4% | -7.6% | -2.4% |
| 1Y | +16.0% | +25.4% | -9.4% | +2.8% |
| All | +16.0% | +22.9% | -6.8% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling