+2.4%
IVZ vs ACI
-16.3%
+18.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.6% | -4.4% | -7.9% |
| 7D | -6.7% | +3.5% | -10.2% | -6.5% |
| 30D | -10.9% | +16.8% | -27.6% | -11.0% |
| 3M | -14.8% | +13.1% | -28.0% | -14.9% |
| 6M | +2.4% | -15.6% | +18.0% | +0.5% |
| All | +2.4% | -16.3% | +18.7% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling