+30.7%
IVZ vs ACM
-46.6%
+77.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +3.7% |
| 7D | +2.6% | +9.5% | -6.9% | +1.2% |
| 30D | -3.5% | +14.7% | -18.2% | -5.5% |
| 3M | -7.4% | -9.5% | +2.1% | -6.1% |
| 6M | +14.7% | -18.0% | +32.8% | +19.2% |
| YTD | +14.6% | -27.3% | +41.9% | +22.9% |
| 1Y | +30.7% | -47.0% | +77.7% | +40.1% |
| All | +30.7% | -46.6% | +77.3% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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