+28.8%
IVZ vs ACM
+1.8%
+26.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.2% | -5.8% | -6.8% |
| 7D | -6.7% | +5.1% | -11.7% | -9.2% |
| 30D | -10.9% | +11.5% | -22.3% | -16.2% |
| 3M | -14.8% | -10.5% | -4.4% | -10.2% |
| 6M | +2.4% | -20.4% | +22.8% | +14.9% |
| YTD | +5.4% | -28.9% | +34.3% | +26.2% |
| 1Y | +19.6% | -48.7% | +68.3% | +80.4% |
| 3Y | +122.4% | -12.5% | +135.0% | +112.1% |
| 5Y | +28.8% | +0.5% | +28.2% | +7.4% |
| All | +28.8% | +1.8% | +26.9% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling