+27.4%
IVZ vs ACGL
+159.2%
-131.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.9% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -11.2% | +13.7% | -24.9% | -14.8% |
| 3M | -14.0% | +8.0% | -22.0% | -16.2% |
| 6M | +0.5% | +13.3% | -12.8% | -4.2% |
| YTD | +5.4% | +11.8% | -6.4% | +0.6% |
| 1Y | +19.5% | +22.2% | -2.8% | +10.2% |
| 3Y | +128.7% | +32.5% | +96.2% | +100.2% |
| All | +27.4% | +159.2% | -131.9% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling