+39.0%
IVZ vs ACM
+131.8%
-92.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -2.8% | +3.0% | -5.8% | -4.4% |
| 30D | -2.2% | +19.7% | -21.8% | -12.8% |
| 3M | -8.1% | +5.3% | -13.4% | -12.2% |
| 6M | +3.8% | -10.8% | +14.6% | +8.2% |
| YTD | +11.5% | -25.1% | +36.5% | +29.5% |
| 1Y | +23.7% | -45.8% | +69.5% | +78.8% |
| 3Y | +145.8% | -9.4% | +155.2% | +141.6% |
| 5Y | +36.1% | +4.8% | +31.3% | +20.0% |
| All | +39.0% | +131.8% | -92.8% | -25.1% |
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 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