+50.5%
IVZ vs A
+328.7%
-278.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +4.8% |
| 7D | +4.1% | +4.8% | -0.7% | +1.4% |
| 30D | -2.0% | +5.6% | -7.7% | -5.1% |
| 3M | -7.8% | +23.6% | -31.5% | -19.7% |
| 6M | +6.3% | +56.4% | -50.1% | -21.9% |
| YTD | +12.6% | +33.4% | -20.9% | -8.5% |
| 1Y | +27.6% | +23.7% | +3.9% | +8.8% |
| 3Y | +154.0% | +71.0% | +83.0% | +66.8% |
| 5Y | +37.3% | +16.8% | +20.5% | +14.9% |
| 10Y | +50.5% | +323.8% | -273.2% | -42.9% |
| All | +50.5% | +328.7% | -278.2% | -42.9% |
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