+210.5%
ICE vs IVZ
+64.1%
+146.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -5.3% | -2.4% | -2.9% | -4.8% |
| 30D | +3.0% | +2.5% | +0.5% | +2.4% |
| 3M | +11.4% | +17.1% | -5.6% | +6.9% |
| 6M | -2.0% | +35.1% | -37.2% | -9.6% |
| YTD | -3.1% | +24.3% | -27.4% | -8.9% |
| 1Y | -8.4% | +48.7% | -57.0% | -17.7% |
| 3Y | +40.7% | +135.6% | -94.9% | +9.6% |
| 5Y | +40.0% | +60.3% | -20.4% | +16.7% |
| All | +210.5% | +64.1% | +146.4% | +135.5% |
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 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