+177.7%
IP vs IVZ
+1,117.8%
-940.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | -10.9% | +4.0% | -14.9% | -12.2% |
| 3M | +11.2% | +18.2% | -7.0% | +3.7% |
| 6M | -10.2% | +32.8% | -43.0% | -20.1% |
| YTD | -2.0% | +28.7% | -30.7% | -12.0% |
| 1Y | -19.1% | +55.4% | -74.5% | -32.7% |
| 3Y | +20.9% | +135.2% | -114.4% | -17.1% |
| 5Y | -17.8% | +64.2% | -82.0% | -37.3% |
| 10Y | +23.5% | +64.6% | -41.1% | -13.9% |
| All | +177.7% | +1,117.8% | -940.1% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling