-23.0%
IDXX vs IVZ
+61.1%
-84.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -5.7% | -2.4% | -3.3% | -4.8% |
| 30D | -11.5% | +3.0% | -14.6% | -12.6% |
| 3M | -9.5% | +14.9% | -24.4% | -14.8% |
| 6M | -16.0% | +36.7% | -52.7% | -26.5% |
| YTD | -25.4% | +25.7% | -51.1% | -32.8% |
| 1Y | -21.8% | +47.7% | -69.5% | -34.3% |
| 3Y | +7.0% | +138.8% | -131.8% | -30.5% |
| All | -23.0% | +61.1% | -84.1% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling