+27.6%
IR vs IVZ
+122.1%
-94.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | -2.4% | +6.1% | +4.5% |
| 30D | +7.4% | -11.2% | +18.7% | +12.5% |
| 3M | -5.9% | -14.0% | +8.0% | -0.4% |
| 6M | +5.6% | +0.5% | +5.1% | +4.3% |
| YTD | +4.8% | +5.4% | -0.6% | +1.0% |
| 1Y | +6.9% | +19.5% | -12.5% | -2.2% |
| 3Y | +27.6% | +128.7% | -101.2% | -4.1% |
| All | +27.6% | +122.1% | -94.6% | -4.1% |
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 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