+140.3%
IVZ vs ACM
-21.7%
+162.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +0.6% | -3.7% | +4.4% | +2.3% |
| 30D | +4.0% | -11.1% | +15.1% | +9.0% |
| 3M | +18.2% | -8.0% | +26.2% | +21.4% |
| 6M | +32.8% | -29.7% | +62.5% | +57.1% |
| YTD | +28.7% | -29.4% | +58.1% | +50.5% |
| 1Y | +55.4% | -46.4% | +101.8% | +113.9% |
| All | +140.3% | -21.7% | +162.0% | +136.8% |
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