+140.0%
IBM vs IVZ
+45.7%
+94.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.5% | +2.2% | -3.7% | -2.3% |
| 30D | +8.4% | -2.2% | +10.6% | +8.9% |
| 3M | +4.2% | -8.4% | +12.6% | +6.6% |
| 6M | +7.9% | +6.2% | +1.8% | +4.9% |
| YTD | -15.2% | +12.4% | -27.6% | -19.2% |
| 1Y | -18.7% | +26.0% | -44.7% | -25.3% |
| 3Y | +79.2% | +147.9% | -68.7% | +30.0% |
| 5Y | +144.7% | +38.8% | +106.0% | +105.7% |
| All | +140.0% | +45.7% | +94.4% | +74.9% |
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