+15.9%
IP vs IVZ
+40.3%
-24.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -0.9% | +5.1% | -6.0% | -3.1% |
| 30D | +6.7% | -1.6% | +8.3% | +7.1% |
| 3M | -16.6% | -9.1% | -7.4% | -13.3% |
| 6M | +6.0% | +1.8% | +4.2% | +4.2% |
| YTD | -10.7% | +10.8% | -21.5% | -16.0% |
| 1Y | -6.7% | +19.1% | -25.8% | -15.2% |
| 3Y | +17.1% | +144.4% | -127.3% | -26.2% |
| 5Y | -14.6% | +33.6% | -48.1% | -31.6% |
| All | +15.9% | +40.3% | -24.4% | -20.3% |
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