+173.4%
IVZ vs ACWI
+356.8%
-183.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.0% |
| 6M | +32.8% | +12.4% | +20.5% | +9.9% |
| YTD | +28.7% | +15.2% | +13.6% | +2.5% |
| 1Y | +55.4% | +22.7% | +32.7% | +11.6% |
| 3Y | +135.2% | +75.8% | +59.4% | -4.7% |
| 5Y | +64.2% | +67.7% | -3.5% | -25.8% |
| 10Y | +64.6% | +229.0% | -164.4% | -73.8% |
| All | +173.4% | +356.8% | -183.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling