+13.8%
IP vs IVZ
+122.1%
-108.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.0% | +4.1% | -0.8% |
| 7D | -5.0% | -6.7% | +1.7% | -2.5% |
| 30D | +6.5% | -10.9% | +17.4% | +11.3% |
| 3M | -18.0% | -14.8% | -3.2% | -12.9% |
| 6M | +10.3% | +2.4% | +7.9% | +8.6% |
| YTD | -9.9% | +5.4% | -15.3% | -13.0% |
| 1Y | -1.1% | +19.6% | -20.6% | -9.2% |
| All | +13.8% | +122.1% | -108.3% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling