+43.6%
IVZ vs ACM
+132.1%
-88.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | +2.2% | +6.6% | -4.5% | -1.7% |
| 30D | -2.2% | +19.8% | -21.9% | -12.7% |
| 3M | -8.4% | -3.1% | -5.3% | -7.8% |
| 6M | +6.2% | -11.5% | +17.7% | +11.3% |
| YTD | +12.4% | -24.7% | +37.1% | +29.9% |
| 1Y | +26.0% | -45.1% | +71.1% | +79.3% |
| 3Y | +147.9% | -8.9% | +156.7% | +143.3% |
| 5Y | +38.8% | +5.4% | +33.4% | +22.6% |
| All | +43.6% | +132.1% | -88.4% | -24.0% |
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