+49.0%
IVZ vs A
+319.7%
-270.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.1% |
| 7D | -2.4% | -0.1% | -2.4% | -2.3% |
| 30D | -11.2% | +3.4% | -14.6% | -12.9% |
| 3M | -14.0% | +23.8% | -37.8% | -25.2% |
| 6M | +0.5% | +49.0% | -48.5% | -24.0% |
| YTD | +5.4% | +29.4% | -24.0% | -12.8% |
| 1Y | +19.5% | +19.4% | +0.1% | +4.0% |
| 3Y | +128.7% | +66.2% | +62.5% | +52.5% |
| 5Y | +28.8% | +15.8% | +13.0% | +7.9% |
| All | +49.0% | +319.7% | -270.7% | -43.1% |
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