+37.0%
IVZ vs ACM
+1.1%
+35.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | +7.6% | +5.6% | +2.0% | +4.4% |
| 30D | +4.3% | +20.8% | -16.5% | -6.2% |
| 3M | -9.3% | +11.4% | -20.8% | -15.3% |
| 6M | +5.2% | +0.9% | +4.3% | +2.5% |
| YTD | +13.4% | -24.8% | +38.3% | +31.7% |
| 1Y | +25.4% | -46.4% | +71.8% | +85.5% |
| 3Y | +152.5% | -9.2% | +161.7% | +136.8% |
| All | +37.0% | +1.1% | +35.9% | +14.2% |
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