+18.5%
ICE vs IVZ
+22.9%
-4.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | 0.0% |
| 7D | +3.6% | +7.6% | -4.0% | +2.5% |
| 30D | +15.1% | +4.3% | +10.8% | +14.1% |
| 3M | +15.4% | -9.3% | +24.7% | +17.0% |
| 6M | +16.1% | +5.2% | +10.9% | +14.4% |
| YTD | +11.4% | +13.4% | -2.1% | +8.9% |
| 1Y | +18.5% | +25.4% | -6.9% | +13.2% |
| All | +18.5% | +22.9% | -4.4% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling