+60.9%
IVZ vs AGI
+373.6%
-312.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | +1.1% | +4.4% | -3.3% | +0.8% |
| 30D | +3.1% | +10.0% | -6.9% | +2.3% |
| 3M | +18.2% | +1.7% | +16.4% | +17.7% |
| 6M | +38.6% | -26.8% | +65.4% | +41.1% |
| YTD | +25.9% | -5.3% | +31.2% | +25.5% |
| 1Y | +51.7% | +11.5% | +40.2% | +49.2% |
| 3Y | +138.7% | +212.9% | -74.3% | +117.3% |
| 5Y | +62.8% | +388.8% | -326.0% | +44.2% |
| 10Y | +60.9% | +383.6% | -322.6% | +43.9% |
| All | +60.9% | +373.6% | -312.6% | +43.9% |
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