+55.4%
IOT vs IVZ
+74.0%
-18.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -4.5% | -2.4% | -2.1% | -3.1% |
| 30D | -2.4% | +3.0% | -5.5% | -4.1% |
| 3M | +19.0% | +14.9% | +4.1% | +7.4% |
| 6M | +19.6% | +36.7% | -17.1% | -5.4% |
| YTD | +8.3% | +25.7% | -17.4% | -10.0% |
| 1Y | -0.8% | +47.7% | -48.5% | -26.2% |
| 3Y | +24.4% | +138.8% | -114.4% | -39.0% |
| All | +55.4% | +74.0% | -18.7% | +3.5% |
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