+326.8%
IVZ vs ACI
+25.9%
+300.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | +18.2% | -19.8% | +38.0% | +20.6% |
| 6M | +32.8% | -24.7% | +57.6% | +36.2% |
| YTD | +28.7% | -24.4% | +53.1% | +31.7% |
| 1Y | +55.4% | -31.5% | +86.9% | +60.9% |
| 3Y | +135.2% | -38.7% | +173.9% | +146.3% |
| 5Y | +64.2% | -42.8% | +107.0% | +70.3% |
| All | +326.8% | +25.9% | +300.9% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling