+38.9%
IGV vs IVZ
+133.3%
-94.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.5% | +1.2% | -2.7% | -1.9% |
| 30D | -3.0% | +1.8% | -4.8% | -3.6% |
| 3M | +9.6% | +15.7% | -6.2% | +3.9% |
| 6M | +16.1% | +36.3% | -20.2% | +3.5% |
| YTD | -3.6% | +24.9% | -28.6% | -11.7% |
| 1Y | -7.8% | +48.9% | -56.8% | -20.9% |
| All | +38.9% | +133.3% | -94.5% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling