+65.1%
IVZ vs ACI
-42.9%
+108.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | +4.0% | +5.9% | -1.9% | +3.1% |
| 3M | +18.2% | -19.8% | +38.0% | +21.4% |
| 6M | +32.8% | -24.7% | +57.6% | +37.4% |
| YTD | +28.7% | -24.4% | +53.1% | +32.6% |
| 1Y | +55.4% | -31.5% | +86.9% | +62.9% |
| 3Y | +135.2% | -38.7% | +173.9% | +150.7% |
| All | +65.1% | -42.9% | +108.1% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling