+19.5%
IVZ vs ACI
-23.4%
+42.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | -0.1% |
| 7D | -2.4% | -2.2% | -0.2% | -2.4% |
| 30D | -11.2% | +10.3% | -21.5% | -10.8% |
| 3M | -14.0% | +7.2% | -21.2% | -13.6% |
| 6M | +0.5% | -18.0% | +18.5% | -1.1% |
| YTD | +5.4% | -22.0% | +27.4% | +1.5% |
| 1Y | +19.5% | -23.4% | +42.8% | +14.8% |
| All | +19.5% | -23.4% | +42.9% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling