+50.5%
IVZ vs ACM
+147.1%
-96.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +3.4% |
| 7D | +4.1% | +6.9% | -2.8% | 0.0% |
| 30D | -2.0% | +19.1% | -21.1% | -12.3% |
| 3M | -7.8% | -6.9% | -0.9% | -4.8% |
| 6M | +6.3% | -12.0% | +18.3% | +11.9% |
| YTD | +12.6% | -25.1% | +37.7% | +30.6% |
| 1Y | +27.6% | -45.4% | +73.0% | +82.5% |
| 3Y | +154.0% | -6.9% | +160.9% | +145.4% |
| 5Y | +37.3% | +3.7% | +33.6% | +22.6% |
| 10Y | +50.5% | +135.8% | -85.2% | -20.4% |
| All | +50.5% | +147.1% | -96.6% | -20.4% |
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