+90.0%
IT vs IVZ
+64.1%
+25.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -12.7% | -2.4% | -10.3% | -12.0% |
| 30D | -8.9% | +2.5% | -11.4% | -9.6% |
| 3M | +10.1% | +17.1% | -6.9% | +3.8% |
| 6M | +7.3% | +35.1% | -27.9% | -4.3% |
| YTD | -32.4% | +24.3% | -56.7% | -37.9% |
| 1Y | -26.6% | +48.7% | -75.3% | -36.9% |
| 3Y | -51.8% | +135.6% | -187.5% | -65.9% |
| 5Y | -45.6% | +60.3% | -105.9% | -57.3% |
| All | +90.0% | +64.1% | +25.9% | +30.0% |
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