+216.5%
IVZ vs A
+535.2%
-318.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.0% | -5.0% | -6.6% |
| 7D | -6.7% | -5.2% | -1.5% | -4.2% |
| 30D | -10.9% | +1.4% | -12.3% | -11.4% |
| 3M | -14.8% | +21.9% | -36.8% | -22.7% |
| 6M | +2.4% | +46.7% | -44.3% | -16.0% |
| YTD | +5.4% | +27.2% | -21.8% | -7.6% |
| 1Y | +19.6% | +17.9% | +1.6% | +8.4% |
| 3Y | +122.4% | +61.1% | +61.3% | +71.6% |
| 5Y | +28.8% | +13.8% | +14.9% | +15.7% |
| 10Y | +52.3% | +318.8% | -266.5% | -23.4% |
| All | +216.5% | +535.2% | -318.7% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling