+49.0%
IVZ vs ACM
+155.0%
-106.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.4% | +5.4% | -7.8% | -5.6% |
| 30D | -11.2% | +15.1% | -26.3% | -18.8% |
| 3M | -14.0% | -10.5% | -3.5% | -9.1% |
| 6M | +0.5% | -19.7% | +20.2% | +12.1% |
| YTD | +5.4% | -28.8% | +34.3% | +26.1% |
| 1Y | +19.5% | -47.9% | +67.3% | +75.3% |
| 3Y | +128.7% | -12.4% | +141.1% | +129.9% |
| 5Y | +28.8% | +0.6% | +28.2% | +17.3% |
| All | +49.0% | +155.0% | -106.0% | -22.8% |
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