+1,922.0%
IBM vs IVZ
+964.6%
+957.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -1.3% |
| 7D | -2.5% | +4.1% | -6.6% | -3.7% |
| 30D | +8.4% | -2.0% | +10.4% | +8.8% |
| 3M | +4.5% | -7.8% | +12.3% | +6.4% |
| 6M | +7.9% | +6.3% | +1.6% | +5.1% |
| YTD | -15.2% | +12.6% | -27.8% | -18.8% |
| 1Y | -17.6% | +27.6% | -45.2% | -23.7% |
| 3Y | +82.1% | +154.0% | -72.0% | +36.6% |
| 5Y | +143.3% | +37.3% | +106.0% | +108.5% |
| 10Y | +149.9% | +50.5% | +99.4% | +92.6% |
| All | +1,922.0% | +964.6% | +957.4% | +649.9% |
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 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