+82.1%
IBM vs IVZ
+145.9%
-63.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -1.1% |
| 7D | -2.5% | +4.1% | -6.6% | -3.5% |
| 30D | +8.4% | -2.0% | +10.4% | +8.7% |
| 3M | +4.5% | -7.8% | +12.3% | +6.2% |
| 6M | +7.9% | +6.3% | +1.6% | +5.4% |
| YTD | -15.2% | +12.6% | -27.8% | -18.5% |
| 1Y | -17.6% | +27.6% | -45.2% | -23.1% |
| 3Y | +82.1% | +154.0% | -72.0% | +42.5% |
| All | +82.1% | +145.9% | -63.9% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling