+49.0%
IVZ vs ACWI
+219.2%
-170.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.8% | -4.2% | -1.8% |
| 7D | -6.7% | -4.0% | -2.7% | +0.1% |
| 30D | -10.9% | -5.8% | -5.0% | -1.4% |
| 3M | -14.8% | -5.0% | -9.8% | -7.1% |
| 6M | +2.4% | +0.7% | +1.7% | +1.9% |
| YTD | +5.4% | +8.4% | -3.0% | -6.7% |
| 1Y | +19.6% | +10.1% | +9.4% | +3.2% |
| 3Y | +122.4% | +70.8% | +51.7% | -3.7% |
| 5Y | +28.8% | +55.4% | -26.6% | -32.9% |
| All | +49.0% | +219.2% | -170.2% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling