+38.2%
IVZ vs A
+300.7%
-262.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +0.8% |
| 7D | +5.1% | +0.7% | +4.4% | +4.7% |
| 30D | -1.6% | +0.8% | -2.4% | -1.9% |
| 3M | -9.1% | +16.9% | -26.0% | -18.0% |
| 6M | +1.8% | +53.8% | -52.0% | -24.5% |
| YTD | +10.8% | +28.1% | -17.3% | -7.7% |
| 1Y | +19.1% | +15.0% | +4.1% | +6.3% |
| 3Y | +144.4% | +63.1% | +81.3% | +65.2% |
| 5Y | +33.6% | +11.5% | +22.1% | +15.1% |
| All | +38.2% | +300.7% | -262.4% | -46.9% |
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