-19.1%
IP vs IVZ
+56.4%
-75.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | -10.9% | +4.0% | -14.9% | -12.4% |
| 3M | +11.2% | +18.2% | -7.0% | +3.1% |
| 6M | -10.2% | +32.8% | -43.0% | -21.7% |
| YTD | -2.0% | +28.7% | -30.7% | -14.1% |
| 1Y | -19.1% | +55.4% | -74.5% | -33.1% |
| All | -19.1% | +56.4% | -75.5% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling