+154.7%
GS vs IVZ
+35.0%
+119.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.1% |
| 7D | +5.1% | +5.1% | 0.0% | +2.3% |
| 30D | +2.4% | -1.6% | +4.0% | +3.2% |
| 3M | -11.5% | -9.1% | -2.4% | -6.9% |
| 6M | -2.5% | +1.8% | -4.3% | -3.7% |
| YTD | +5.5% | +10.8% | -5.4% | -0.9% |
| 1Y | +11.0% | +19.1% | -8.1% | +0.4% |
| 3Y | +200.1% | +144.4% | +55.6% | +82.9% |
| 5Y | +154.7% | +33.6% | +121.1% | +108.5% |
| All | +154.7% | +35.0% | +119.7% | +108.5% |
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