+286.5%
IVZ vs A
+457.0%
-170.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +0.6% | -1.9% | +2.6% | +1.5% |
| 30D | +4.0% | +6.9% | -2.9% | +0.6% |
| 3M | +18.2% | +9.2% | +8.9% | +12.6% |
| 6M | +32.8% | +25.7% | +7.1% | +17.5% |
| YTD | +28.7% | +11.5% | +17.2% | +20.2% |
| 1Y | +55.4% | +18.4% | +37.0% | +40.4% |
| 3Y | +135.2% | +26.6% | +108.6% | +103.4% |
| 5Y | +64.2% | -12.8% | +77.0% | +67.2% |
| 10Y | +64.6% | +247.2% | -182.6% | -9.6% |
| All | +286.5% | +457.0% | -170.5% | +29.5% |
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