+249.5%
IVZ vs ACI
+29.9%
+219.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.4% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | -11.2% | +10.3% | -21.5% | -12.2% |
| 3M | -14.0% | +7.2% | -21.2% | -14.7% |
| 6M | +0.5% | -18.0% | +18.5% | +2.1% |
| YTD | +5.4% | -22.0% | +27.4% | +7.4% |
| 1Y | +19.5% | -23.4% | +42.8% | +21.9% |
| 3Y | +128.7% | -35.8% | +164.5% | +137.9% |
| 5Y | +28.8% | -43.7% | +72.4% | +33.3% |
| All | +249.5% | +29.9% | +219.6% | +265.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling