+24.4%
IVZ vs ACGL
+19.1%
+5.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.6% |
| 7D | +6.8% | +2.2% | +4.6% | +7.0% |
| 30D | +3.5% | +12.3% | -8.8% | +4.7% |
| 3M | -10.0% | +11.8% | -21.8% | -9.0% |
| 6M | +4.5% | +17.5% | -13.0% | +5.2% |
| YTD | +12.6% | +14.3% | -1.7% | +13.2% |
| 1Y | +24.4% | +18.2% | +6.3% | +23.9% |
| All | +24.4% | +19.1% | +5.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling