-9.7%
IP vs IVZ
+37.3%
-47.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +0.1% |
| 7D | -3.0% | +4.1% | -7.1% | -4.8% |
| 30D | +10.6% | -2.0% | +12.6% | +11.3% |
| 3M | -13.6% | -7.8% | -5.7% | -11.0% |
| 6M | +10.4% | +6.3% | +4.1% | +6.8% |
| YTD | -6.5% | +12.6% | -19.0% | -12.2% |
| 1Y | -2.1% | +27.6% | -29.8% | -12.9% |
| 3Y | +22.0% | +154.0% | -132.0% | -21.8% |
| 5Y | -9.7% | +37.3% | -47.0% | -30.4% |
| All | -9.7% | +37.3% | -47.0% | -30.4% |
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 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