+50.5%
IVZ vs AGI
+349.0%
-298.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +6.6% |
| 7D | +4.1% | +17.4% | -13.3% | +2.8% |
| 30D | -2.0% | -0.9% | -1.1% | -2.1% |
| 3M | -7.8% | -1.6% | -6.3% | -7.9% |
| 6M | +6.3% | -24.7% | +31.0% | +8.0% |
| YTD | +12.6% | -15.3% | +27.8% | +13.0% |
| 1Y | +27.6% | +5.5% | +22.1% | +26.2% |
| 3Y | +154.0% | +154.5% | -0.5% | +135.0% |
| 5Y | +37.3% | +310.6% | -273.3% | +23.4% |
| 10Y | +50.5% | +362.7% | -312.1% | +36.8% |
| All | +50.5% | +349.0% | -298.4% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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