+33.6%
IVZ vs ACM
+3.9%
+29.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | +5.1% | +5.1% | +0.1% | +2.3% |
| 30D | -1.6% | +18.7% | -20.2% | -10.5% |
| 3M | -9.1% | +15.5% | -24.6% | -16.8% |
| 6M | +1.8% | +1.2% | +0.6% | -1.1% |
| YTD | +10.8% | -25.2% | +36.1% | +29.0% |
| 1Y | +19.1% | -46.3% | +65.4% | +75.4% |
| 3Y | +144.4% | -9.6% | +154.0% | +129.8% |
| 5Y | +33.6% | +4.4% | +29.2% | +9.3% |
| All | +33.6% | +3.9% | +29.7% | +9.3% |
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