+128.7%
IVZ vs ACM
-12.3%
+141.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.4% | +5.4% | -7.8% | -4.5% |
| 30D | -11.2% | +15.1% | -26.3% | -16.2% |
| 3M | -14.0% | -10.5% | -3.5% | -10.2% |
| 6M | +0.5% | -19.7% | +20.2% | +10.1% |
| YTD | +5.4% | -28.8% | +34.3% | +22.5% |
| 1Y | +19.5% | -47.9% | +67.3% | +68.3% |
| 3Y | +128.7% | -12.4% | +141.1% | +108.8% |
| All | +128.7% | -12.3% | +141.0% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling