+279.9%
IVZ vs ACI
+39.5%
+240.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.6% | +3.8% |
| 7D | +2.6% | +4.5% | -1.8% | +2.2% |
| 30D | -3.5% | +20.9% | -24.3% | -5.5% |
| 3M | -7.4% | +15.2% | -22.6% | -8.9% |
| 6M | +14.7% | -13.3% | +28.0% | +15.9% |
| YTD | +14.6% | -16.2% | +30.8% | +15.8% |
| 1Y | +30.7% | -16.9% | +47.6% | +32.2% |
| 3Y | +141.8% | -30.8% | +172.7% | +149.6% |
| 5Y | +40.2% | -39.4% | +79.6% | +44.1% |
| All | +279.9% | +39.5% | +240.4% | +293.9% |
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