+65.4%
IVZ vs ACM
+127.0%
-61.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +0.6% | -3.7% | +4.4% | +3.1% |
| 30D | +4.0% | -11.1% | +15.1% | +10.8% |
| 3M | +18.2% | -8.0% | +26.2% | +22.2% |
| 6M | +32.8% | -29.7% | +62.5% | +62.3% |
| YTD | +28.7% | -29.4% | +58.1% | +55.2% |
| 1Y | +55.4% | -46.4% | +101.8% | +123.5% |
| 3Y | +135.2% | -22.3% | +157.6% | +157.9% |
| 5Y | +64.2% | +4.5% | +59.7% | +45.8% |
| All | +65.4% | +127.0% | -61.6% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling