+1,252.6%
IT vs IVZ
+1,117.8%
+134.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.0% |
| 7D | -6.0% | +0.6% | -6.7% | -6.2% |
| 30D | 0.0% | +4.0% | -4.0% | -1.2% |
| 3M | +13.1% | +18.2% | -5.1% | +6.6% |
| 6M | +11.7% | +32.8% | -21.1% | +0.9% |
| YTD | -26.1% | +28.7% | -54.9% | -32.6% |
| 1Y | -21.3% | +55.4% | -76.6% | -32.5% |
| 3Y | -46.7% | +135.2% | -182.0% | -61.2% |
| 5Y | -40.5% | +64.2% | -104.7% | -52.6% |
| 10Y | +103.9% | +64.6% | +39.3% | +48.2% |
| All | +1,252.6% | +1,117.8% | +134.8% | +303.3% |
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