+179.3%
IJH vs IVZ
+65.9%
+113.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -1.9% | -2.4% | +0.5% | -0.9% |
| 30D | -4.6% | +3.0% | -7.7% | -5.9% |
| 3M | -1.2% | +14.9% | -16.0% | -7.1% |
| 6M | +9.4% | +36.7% | -27.3% | -4.7% |
| YTD | +13.3% | +25.7% | -12.3% | +1.7% |
| 1Y | +13.4% | +47.7% | -34.3% | -5.1% |
| 3Y | +50.4% | +138.8% | -88.4% | -0.2% |
| 5Y | +49.0% | +62.1% | -13.1% | +11.8% |
| All | +179.3% | +65.9% | +113.4% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling