+2,583.6%
ICE vs IVZ
+346.0%
+2,237.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.7% |
| 7D | +3.6% | +7.6% | -4.0% | +0.3% |
| 30D | +15.1% | +4.3% | +10.8% | +12.3% |
| 3M | +15.4% | -9.3% | +24.7% | +19.5% |
| 6M | +16.1% | +5.2% | +10.9% | +11.6% |
| YTD | +11.4% | +13.4% | -2.1% | +2.3% |
| 1Y | +18.5% | +25.4% | -6.9% | +3.9% |
| 3Y | +70.5% | +152.5% | -82.0% | +2.5% |
| 5Y | +40.9% | +36.7% | +4.2% | +6.7% |
| 10Y | +260.6% | +45.0% | +215.6% | +120.2% |
| All | +2,583.6% | +346.0% | +2,237.6% | +558.2% |
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 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