+65.1%
IVZ vs ACWI
+67.7%
-2.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | +0.6% | +0.5% | +0.1% | -0.1% |
| 30D | +4.0% | +0.9% | +3.1% | +2.6% |
| 3M | +18.2% | +2.4% | +15.8% | +14.1% |
| 6M | +32.8% | +12.4% | +20.5% | +10.5% |
| YTD | +28.7% | +15.2% | +13.6% | +3.3% |
| 1Y | +55.4% | +22.7% | +32.7% | +12.6% |
| 3Y | +135.2% | +75.8% | +59.4% | -2.0% |
| All | +65.1% | +67.7% | -2.5% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling