-51.3%
IT vs IVZ
+140.4%
-191.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.2% | -6.9% |
| 7D | -9.1% | +1.1% | -10.2% | -9.3% |
| 30D | -7.0% | +3.1% | -10.1% | -7.7% |
| 3M | +7.6% | +18.2% | -10.5% | +2.8% |
| 6M | +2.1% | +38.6% | -36.5% | -7.4% |
| YTD | -31.6% | +25.9% | -57.5% | -36.0% |
| 1Y | -29.9% | +51.7% | -81.6% | -37.9% |
| 3Y | -51.3% | +138.7% | -189.9% | -63.7% |
| All | -51.3% | +140.4% | -191.6% | -63.7% |
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 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