+5,794.3%
IDXX vs IVZ
+1,088.7%
+4,705.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -5.7% | -2.4% | -3.3% | -5.2% |
| 30D | -11.5% | +3.0% | -14.6% | -12.2% |
| 3M | -9.5% | +14.9% | -24.4% | -12.6% |
| 6M | -16.0% | +36.7% | -52.7% | -22.1% |
| YTD | -25.4% | +25.7% | -51.1% | -29.7% |
| 1Y | -21.8% | +47.7% | -69.5% | -29.0% |
| 3Y | +7.0% | +138.8% | -131.8% | -14.3% |
| 5Y | -26.0% | +62.1% | -88.0% | -36.2% |
| 10Y | +358.9% | +64.3% | +294.6% | +266.1% |
| All | +5,794.3% | +1,088.7% | +4,705.6% | +2,622.8% |
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