+37.0%
IVZ vs A
+11.8%
+25.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | +7.6% | -0.5% | +8.1% | +7.9% |
| 30D | +4.3% | 0.0% | +4.4% | +4.5% |
| 3M | -9.3% | +16.7% | -26.0% | -16.9% |
| 6M | +5.2% | +54.8% | -49.6% | -18.9% |
| YTD | +13.4% | +28.8% | -15.4% | -2.9% |
| 1Y | +25.4% | +19.3% | +6.1% | +12.0% |
| 3Y | +152.5% | +65.5% | +87.0% | +77.2% |
| All | +37.0% | +11.8% | +25.2% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling