+1,135.5%
IJR vs IVZ
+202.6%
+932.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -1.1% | +1.2% | -2.3% | -1.6% |
| 30D | -3.6% | +1.8% | -5.4% | -4.3% |
| 3M | +2.3% | +15.7% | -13.4% | -3.6% |
| 6M | +14.3% | +36.3% | -22.0% | +1.0% |
| YTD | +19.3% | +24.9% | -5.6% | +8.4% |
| 1Y | +22.6% | +48.9% | -26.3% | +4.2% |
| 3Y | +53.5% | +136.8% | -83.3% | +7.4% |
| 5Y | +39.9% | +60.0% | -20.0% | +10.0% |
| 10Y | +172.1% | +63.4% | +108.7% | +94.3% |
| All | +1,135.5% | +202.6% | +932.8% | +521.0% |
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