+1,829.8%
IBM vs IVZ
+1,117.8%
+712.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | +0.3% | +4.0% | -3.7% | -0.8% |
| 3M | -21.6% | +18.2% | -39.8% | -25.4% |
| 6M | -4.7% | +32.8% | -37.5% | -12.5% |
| YTD | -19.1% | +28.7% | -47.8% | -25.0% |
| 1Y | -2.5% | +55.4% | -57.9% | -14.2% |
| 3Y | +74.2% | +135.2% | -61.1% | +33.5% |
| 5Y | +113.1% | +64.2% | +49.0% | +74.1% |
| 10Y | +133.5% | +64.6% | +68.9% | +75.9% |
| All | +1,829.8% | +1,117.8% | +712.0% | +592.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling