+44.6%
IVZ vs A
+312.5%
-267.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.6% |
| 7D | +2.2% | +1.4% | +0.8% | +1.5% |
| 30D | -2.2% | +4.3% | -6.5% | -4.5% |
| 3M | -8.4% | +19.8% | -28.2% | -18.6% |
| 6M | +6.2% | +54.4% | -48.2% | -21.3% |
| YTD | +12.4% | +31.7% | -19.3% | -7.9% |
| 1Y | +26.0% | +22.4% | +3.6% | +8.1% |
| 3Y | +147.9% | +67.7% | +80.2% | +64.9% |
| 5Y | +38.8% | +15.7% | +23.0% | +16.8% |
| 10Y | +44.6% | +308.7% | -264.1% | -43.6% |
| All | +44.6% | +312.5% | -267.9% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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